RSV Option Greeks Calculator
A REST API to calculate premiums of call and put options as well as Greeks such as Delta, Gamma, Theta, Row, Vega. Also has feature to calculate implied volatility. Send email to [email protected] for any queries or issues.
RSV Option Greeks Calculator endpoints
| Method | Endpoint | Description |
|---|---|---|
| Binomial | ||
| GET |
/Binomial/GetBinTheta /Binomial/GetBinTheta |
|
| GET |
/Binomial/GetBinGamma /Binomial/GetBinGamma |
|
| GET |
/Binomial/GetBinImpliedVolatilityCall /Binomial/GetBinImpliedVolatilityCall |
|
| GET |
/Binomial/GetBinGreeks /Binomial/GetBinGreeks |
|
| GET |
/Binomial/GetBinPutPrice /Binomial/GetBinPutPrice |
|
| GET |
/Binomial/GetBinDelta /Binomial/GetBinDelta |
|
| GET |
/Binomial/GetBinImpliedVolatilityPut /Binomial/GetBinImpliedVolatilityPut |
|
| GET |
/Binomial/GetBinCallPrice /Binomial/GetBinCallPrice |
|
| GET |
/Binomial/GetBinRho /Binomial/GetBinRho |
|
| GET |
/Binomial/GetBinVega /Binomial/GetBinVega |
|
| BjerksundStensland | ||
| GET |
/BjerksundStensland/GetBJEImpliedVolatilityCall /BjerksundStensland/GetBJEImpliedVolatilityCall |
|
| GET |
/BjerksundStensland/GetBJEVega /BjerksundStensland/GetBJEVega |
|
| GET |
/BjerksundStensland/GetBJEDelta /BjerksundStensland/GetBJEDelta |
|
| GET |
/BjerksundStensland/GetBJEPutPrice /BjerksundStensland/GetBJEPutPrice |
|
| GET |
/BjerksundStensland/GetBJERho /BjerksundStensland/GetBJERho |
|
| GET |
/BjerksundStensland/GetBJETheta /BjerksundStensland/GetBJETheta |
|
| GET |
/BjerksundStensland/GetBJECallPrice /BjerksundStensland/GetBJECallPrice |
|
| GET |
/BjerksundStensland/GetBJEImpliedVolatilityPut /BjerksundStensland/GetBJEImpliedVolatilityPut |
|
| GET |
/BjerksundStensland/GetBJEGamma /BjerksundStensland/GetBJEGamma |
|
| Black76 | ||
| GET |
/Black76/GetB76Vega /Black76/GetB76Vega |
|
| GET |
/Black76/GetB76CallPrice /Black76/GetB76CallPrice |
|
| GET |
/Black76/GetB76ImpliedVolatilityCall /Black76/GetB76ImpliedVolatilityCall |
|
| GET |
/Black76/GetB76Theta /Black76/GetB76Theta |
|
| GET |
/Black76/GetB76PutPrice /Black76/GetB76PutPrice |
|
| GET |
/Black76/GetB76Rho /Black76/GetB76Rho |
|
| GET |
/Black76/GetB76Greeks /Black76/GetB76Greeks |
|
| GET |
/Black76/GetB76ImpliedVolatilityPut /Black76/GetB76ImpliedVolatilityPut |
|
| GET |
/Black76/GetB76Gamma /Black76/GetB76Gamma |
|
| GET |
/Black76/GetB76Delta /Black76/GetB76Delta |
|
| BlackScholes | ||
| GET |
/BlackScholes/GetBSVega /BlackScholes/GetBSVega |
|
| GET |
/BlackScholes/GetBSImpliedVolatilityPut /BlackScholes/GetBSImpliedVolatilityPut |
|
| GET |
/BlackScholes/GetBSDelta /BlackScholes/GetBSDelta |
|
| GET |
/BlackScholes/GetBSGreeks /BlackScholes/GetBSGreeks |
|
| GET |
/BlackScholes/GetBSGamma /BlackScholes/GetBSGamma |
|
| GET |
/BlackScholes/GetBSPutPrice /BlackScholes/GetBSPutPrice |
|
| GET |
/BlackScholes/GetBSImpliedVolatilityCall /BlackScholes/GetBSImpliedVolatilityCall |
|
| GET |
/BlackScholes/GetBSRho /BlackScholes/GetBSRho |
|
| GET |
/BlackScholes/GetBSCallPrice /BlackScholes/GetBSCallPrice |
|
| GET |
/BlackScholes/GetBSTheta /BlackScholes/GetBSTheta |
|
RSV Option Greeks Calculator pricing
| Plan | Price | Rate limit | Quotas |
|---|---|---|---|
| BASIC | Free | — |
|
| PRO | $10 / month | — |
|
| ULTRA | $20 / month | — |
|