CCXT.Greeks (ccxt_client v0.6.1)

Unified options greeks data.

Represents the greeks (risk sensitivities) for an options contract.

Fields

symbol - Unified symbol
timestamp - Data timestamp in milliseconds
datetime - ISO 8601 datetime string
delta - Price sensitivity to underlying
gamma - Delta sensitivity to underlying
theta - Time decay per day
vega - Sensitivity to volatility
rho - Sensitivity to interest rate
bid_size - Bid size
ask_size - Ask size
bid_implied_volatility - Implied volatility from bid
ask_implied_volatility - Implied volatility from ask
mark_implied_volatility - Implied volatility from mark price
bid_price - Bid price
ask_price - Ask price
mark_price - Mark price
last_price - Last traded price
underlying_price - Underlying asset price
info - Raw exchange response

Summary

Types

t()

Functions

schema()

JSON Schema for the Greeks unified type.

Types

t()

@type t() :: %CCXT.Greeks{
  ask_implied_volatility: number() | nil,
  ask_price: number() | nil,
  ask_size: number() | nil,
  bid_implied_volatility: number() | nil,
  bid_price: number() | nil,
  bid_size: number() | nil,
  datetime: String.t() | nil,
  delta: number() | nil,
  gamma: number() | nil,
  info: map() | nil,
  last_price: number() | nil,
  mark_implied_volatility: number() | nil,
  mark_price: number() | nil,
  rho: number() | nil,
  symbol: String.t() | nil,
  theta: number() | nil,
  timestamp: integer() | nil,
  underlying_price: number() | nil,
  vega: number() | nil
}

Functions

schema()

@spec schema() :: map()

JSON Schema for the Greeks unified type.