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In this Discussion
August 2022
Bharathi352
July 2022
SRIJAN
I need to calculate Delta,Theta and Gamma
sachin_sache80
February 2022
in
.Net API client
I have to execute algo,I need to calculate current time Delta,Theta and Gamma based on current IV,where can I get via API,
SRIJAN
February 2022
You have to calculate programatically. Api does not provide any greeks directly.
Bharathi352
July 2022
can you please help me with the formula to calculate them
SRIJAN
July 2022
@Bharathi352
,
You can try this python library:
https://github.com/yassinemaaroufi/MibianLib
Bharathi352
August 2022
Thank you
This discussion has been closed.
You can try this python library:
https://github.com/yassinemaaroufi/MibianLib