Calculating option prices
EClient.calculateOptionPrice (
reqId: int. Request identifier used to track data.
contract: Contract. The Contract object for which the depth is being requested
volatility: double. Hypothetical volatility.
underPrice: double. Hypothetical option’s underlying price.
optionPriceOptions: List<TagValue>. Internal use only. Send an empty tag value list.
)
Calculates an option’s price based on the provided volatility and its underlying’s price.