POST theo-calculator-quotes

< API Reference

POST

/theo-calculator-quotes

OPTIONS

Calculate theoretical option prices and market using siblings methods for quotes. Quotes are specified by Livevol sequence number or by bid/ask/stock.

Example URI

Delayed


https://sandbox.livevol.com/api/v1/delayed/theo-calculator-quotes

Request Information

Body Parameters

Collection of InputOptionQuote

Name	Description	Type	Additional information
seq_number	Livevol sequence number for quote. If provided, it will be used instead of bid/ask. It will help to locate a correct quote if there were several quotes in the same time bucket.	integer	Default value is: 0 Range: inclusive between 0 and 2147483647
mid_stock_price	Midpoint of stock price	decimal number	Default value is: 0 Range: inclusive between 0 and 1.79769313486232E+308
bid	Bid price	decimal number	Range: inclusive between 0 and 1.79769313486232E+308
ask	Ask price	decimal number	Range: inclusive between 0 and 1.79769313486232E+308
expiry	Expiration date in yyyy-MM-dd format	string	Required Date in yyyy-MM-dd format. (i.e. 2019-01-18)
time_stamp	Timestamp (Eastern Standard Time)	string	Required DateTime in yyyy-MM-dd HH:mm:ss.fff format. (i.e. 2020-03-27 15:16:11.263)
root	Option root	string	Required
strike	Option strike	decimal number	Required Range: inclusive between 0.01 and 1.79769313486232E+308
option_type	Option type	string	Required Allowed values are [ C, P ]

Request Formats

application/json, text/json

Sample:

[
  {
    "seq_number": 12345,
    "mid_stock_price": 105.0,
    "bid": 10.5,
    "ask": 11.5,
    "expiry": "2017-08-18",
    "time_stamp": "2017-08-14 09:30:01.015",
    "root": "AMZN",
    "strike": 1702.5,
    "option_type": "C"
  },
  {
    "seq_number": 0,
    "mid_stock_price": 0.0,
    "bid": 0.0,
    "ask": 0.0,
    "expiry": "2017-09-18",
    "time_stamp": "2017-08-14 09:31:01.030",
    "root": "AAPL",
    "strike": 180.0,
    "option_type": "P"
  }
]

application/xml, text/xml

Sample:

<ArrayOfinput_option_quote xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <input_option_quote>
    <option_type>C</option_type>
    <root>AMZN</root>
    <strike>1702.5</strike>
    <time_stamp>2017-08-14 09:30:01.015</time_stamp>
    <ask>11.5</ask>
    <bid>10.5</bid>
    <mid_stock_price>105</mid_stock_price>
    <seq_number>12345</seq_number>
  </input_option_quote>
  <input_option_quote>
    <option_type>P</option_type>
    <root>AAPL</root>
    <strike>180</strike>
    <time_stamp>2017-08-14 09:31:01.030</time_stamp>
    <ask>0</ask>
    <bid>0</bid>
    <mid_stock_price>0</mid_stock_price>
    <seq_number>0</seq_number>
  </input_option_quote>
</ArrayOfinput_option_quote>

Response Information

Resource Description

Collection of TheoCalculatorResultOfTheoCalculatorInputsAndTheoCalcResults

Name	Description	Type	Additional information
inputs	Inputs used for calculations	TheoCalculatorInputs	None.
results	Calculation results	Collection of TheoCalcResult	None.
details	Calculation details	Collection of string	None.