tickOptionComputation()

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 optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice)

Parameter

Description

tickerId

The ticker Id that was specified previously in the call to reqMktData()

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.

·          10 = Bid

·          11 = Ask

·          12 = Last

impliedVol

The implied volatility calculated by the TWS option modeler, using the specified ticktype value.

delta

The option delta value.

optPrice

The option price.

pvDividend

The present value of dividends expected on the options underlier

gamma

The option gamma value.

vega

The option vega value.

theta

The option theta value.

undPrice

The price of the underlying.