This method is called when the market in an option or its underlier moves. TWS’s option model volatilities, prices, and deltas, along with the present value of dividends expected on that options underlier are received.
void tickOptionComputation(int tickerId, int field, double impliedVol, double delta, double modelPrice, double pvDividend)
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Parameter |
Description |
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tickerId |
The ticker Id that was specified previously in the call to reqMktData() |
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field |
Specifies the type of option computation. Pass the field value into TickType.getField(int tickType) to retrieve the field description. For example, a field value of 13 will map to modelOptComp, etc.
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impliedVol |
The implied volatility calculated by the TWS option modeler, using the specified ticktype value. |
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delta |
The option delta calculated by the TWS option modeler. |
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modelPrice |
The model price |
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pvDividend |
The present value of dividends expected on the options underlier |