MEmerqube
helper

Solve for the options prices and variable leg of a Defined Outcome Options Index

Solve for the options prices and variable leg of a Defined Outcome Options Index

post/helper/solver/defined_outcome

Request

Request body

root'SPY' | 'QQQ' | 'IWM' | 'EFA' | 'XIU' | 'TLT' | 'HYG' | 'EEM' | 'LQD' | 'VOO' | 'IVV' | 'SPX' | 'VTWO' | 'BITO' | 'IBIT' | 'MSFT' | 'AMZN' | 'TSLA' | 'META' | 'AAPL' | 'NVDA' | 'GOOGL' | 'GOOG' | 'GLD' required

Response

OK

variable_leg_cash_solutionnumber float nullable

Cash solution when Cash strategy is selected

Example response

{
  "option_solutions": [
    {
      "bid_ask_spread": 0.01,
      "delta": 0.5,
      "dividend_yield": 0.02,
      "gamma": 0.1,
      "interest_rate": 0.01,
      "price": 0.01,
      "spot": 100,
      "theta": -0.01,
      "vega": 0.2,
      "vol": 0.2
    }
  ]
}

Changes

No recorded changes to this operation across all 1 revision of this API.