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In this Discussion
August 1
Bharathi352
July 26
SRIJAN
I need to calculate Delta,Theta and Gamma
sachin_sache80
February 2
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 2
You have to calculate programatically. Api does not provide any greeks directly.
Bharathi352
July 26
can you please help me with the formula to calculate them
SRIJAN
July 26
@Bharathi352
,
You can try this python library:
https://github.com/yassinemaaroufi/MibianLib
Bharathi352
August 1
Thank you
This discussion has been closed.
You can try this python library:
https://github.com/yassinemaaroufi/MibianLib