TickOptionComputation

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TickOptionComputation

FieldTypeDescription
reqIdint32Unique request identifier used for tracking across EWrapper
tickTypeint32Type of data the tick represents.
tickAttribint32Defines TickAttrib.canAutoExecute.
impliedVoldoubleImplied volatility of the Option.
deltadoubleThe stock’s Delta. For orders on BOX only.
optPricedoubleThe option price
pvDividenddoubleThe present value of dividends expected on the option’s underlying
gammadoubleThe option gamma value
vegadoubleOption greek Vega.
thetadoubleOption Greek Theta
undPricedoubleCurrent price of the underlying contract.