Kiann_Options_Project
As of 02/04/2023, just added a few additional function which is - implied-volatility-by-delta, this provides the function where (given an array of lognormal-vols and strikes), you can specify the delta-strike you want, and the function returns the lognormal-vol. It is a standard function to generate the options-market volatility-skew and volatility-smile. - in addition, we utilize the historical…
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9 endpoints
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the data below comes straight from the public marketplace listing.
Kiann_Options_Project endpoints
| Method | Endpoint | Description |
|---|---|---|
| GET |
Sunction-one /Sunction-one |
N/A |
| GET |
lognormal_call /lognormal_call |
Black-Scholes Pricer/premium, Lognormal vols. Params are as per : k = strike (float) f = forward (float) t = time-to-expiry (float) v = implied volatility, lognormal, annualized… |
| GET |
normal_call /normal_call |
params = {"k": 1.0, "f": 1.0, "t": 1.0, "v":0.3, "r":0.0, "cp":"call"} |
| GET |
opt_vega /opt_vega |
option lognormal greeks : vega calculates the vega, given where S = forward (float), K = strike (float), T = time-to-expiry (float), sigma = implied volatility lognormal (float)… |
| GET |
opt_gamma /opt_gamma |
option lognormal greeks : gamma calculates the gamma, given where S = forward (float), K = strike (float), T = time-to-expiry (float), sigma = implied volatility lognormal… |
| GET |
opt_theta /opt_theta |
option lognormal greeks : theta calculates the theta, given where S = forward (float), K = strike (float), T = time-to-expiry (float), sigma = implied volatility lognormal… |
| GET |
opt_rho /opt_rho |
option lognormal greeks : delta calculates the delta, given where S = forward (float), K = strike (float), T = time-to-expiry (float), sigma = implied volatility lognormal… |
| GET |
opt_delta /opt_delta |
option lognormal greeks : delta calculates the delta, given where S = forward (float), K = strike (float), T = time-to-expiry (float), sigma = implied volatility lognormal… |
| GET |
vol_strike /vol_strike |
This function generates the implied-volatility (lognormal) for a given, specified delta. The convention works with delta of 0.10 is specified via 0.90 in the argument, as we… |
Kiann_Options_Project pricing
| Plan | Price | Rate limit | Quotas |
|---|---|---|---|
| BASIC | Free | — |
|
| PRO | $10 / month | 30 / hour |
|
| ULTRA | $30 / month | 30 / hour |
|
