Forced Flow

Get Scenario

One arbitrary what-if: (spot move, time, vol shift) -> flow + attribution.

get/api/forced-flow/scenario

Request

  • Base URL: https://api.zerogex.io (the document declares no server; this is the origin it was published from)
  • URL: https://api.zerogex.io/api/forced-flow/scenario
  • Auth: HTTP bearer

Query parameters

symbolstring
expirystring nullable
spot_move_pctnumber

Spot move, fraction

daysnumber

Calendar days elapsed

vol_change_ptsnumber

Response

Successful Response

symbolstring required
spotnumber required
timestampstring date-time required
spot_move_pctnumber required
daysnumber required
vol_change_ptsnumber required
total_usdnumber required
gamma_componentnumber required
charm_componentnumber required
vanna_componentnumber required
residualnumber required

Changes

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