Option Calculator
Option Calculator · GPT-Aktionen
A1chemy Option Calculator API
API for options data and portfolio statistics and Greeks for options positions.
POST /data/optionsget options data by given underlying and options details.POST /portfolio/statsCalculate portfolio statistics and Greeks.POST /portfolio/performanceCalculates portfolio performance across different implied volatilities and underlying price scenarios.POST /pricing/option_pricingCalculates the pricing and greeks for the provided options information. Either option price or implied volatility can be used as inputs, but not both. Only one parameter should be set for each option.POST /strategy/projectionCalculate option strategy projections.
Ursprüngliches API-Schema
{
"openapi": "3.0.0",
"info": {
"title": "A1chemy Option Calculator API",
"description": "API for options data and portfolio statistics and Greeks for options positions.",
"version": "1.0.0"
},
"servers": [
{
"url": "https://option-calculator.a1chemy.com",
"description": "Main API server"
}
],
"paths": {
"/data/options": {
"post": {
"operationId": "queryOptions",
"summary": "get options data by given underlying and options details.",
"requestBody": {
"required": true,
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"underlying": {
"type": "string",
"example": "TQQQ"
},
"options": {
"type": "array",
"items": {
"type": "object",
"properties": {
"option_type": {
"type": "string",
"enum": [
"c",
"p"
],
"description": "c for call, p for put"
},
"strike": {
"type": "number",
"format": "float"
},
"expiration": {
"type": "string",
"format": "date-time",
"description": "Expiration date of the option, format: 2024-04-26T00:00:00.000000"
}
}
}
}
}
},
"examples": {
"example1": {
"value": {
"underlying": "TQQQ",
"options": [
{
"option_type": "c",
"strike": 61,
"expiration": "2024-04-26T00:00:00.000000"
}
]
}
}
}
}
}
},
"responses": {
"200": {
"description": "Successfully calculated options",
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"options": {
"type": "array",
"items": {
"type": "object",
"properties": {
"ask": {
"type": "number"
},
"bid": {
"type": "number"
},
"change": {
"type": "number"
},
"change_percent": {
"type": "number"
},
"expiration": {
"type": "string",
"format": "date-time"
},
"greeks": {
"type": "object",
"properties": {
"delta": {
"type": "number"
},
"gamma": {
"type": "number"
},
"greeks_type": {
"type": "string"
},
"rho": {
"type": "number"
},
"theta": {
"type": "number"
},
"vega": {
"type": "number"
}
}
},
"implied_volatility": {
"type": "number"
},
"last_price": {
"type": "number"
},
"option_type": {
"type": "string"
},
"strike": {
"type": "number"
},
"ticker_type": {
"type": "string"
},
"time": {
"type": "string",
"format": "date-time"
},
"underlying": {
"type": "string"
},
"volume": {
"type": "integer"
}
}
}
},
"underlying": {
"type": "object",
"properties": {
"ask": {
"type": "number"
},
"bid": {
"type": "number"
},
"last_price": {
"type": "number"
},
"ticker_type": {
"type": "string"
},
"time": {
"type": "string",
"format": "date-time"
}
}
}
}
}
}
}
}
}
}
},
"/portfolio/stats": {
"post": {
"operationId": "calculatePortfolioStats",
"summary": "Calculate portfolio statistics and Greeks.",
"requestBody": {
"required": true,
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"underlying": {
"type": "string",
"example": "TQQQ"
},
"positions": {
"type": "array",
"items": {
"type": "object",
"properties": {
"option_type": {
"type": "string",
"enum": [
"c",
"p"
],
"description": "c for call, p for put"
},
"strike": {
"type": "number",
"format": "float"
},
"expiration": {
"type": "string",
"format": "date-time",
"description": "format: 2024-04-26T00:00:00.000000"
},
"count": {
"type": "integer"
},
"contract_size": {
"type": "integer"
}
}
}
}
}
},
"examples": {
"example1": {
"value": {
"underlying": "TQQQ",
"positions": [
{
"option_type": "c",
"strike": 62,
"expiration": "2024-04-26T00:00:00.000000",
"count": 1,
"contract_size": 100
}
]
}
}
}
}
}
},
"responses": {
"200": {
"description": "Successfully calculated portfolio statistics and Greeks",
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"pnl": {
"type": "number",
"description": "Total profit and loss for the portfolio"
},
"positions_stats": {
"type": "array",
"description": "Statistics for each position in the portfolio",
"items": {
"type": "object",
"properties": {
"greeks": {
"description": "Greeks for this option",
"type": "object",
"properties": {
"delta": {
"type": "number"
},
"gamma": {
"type": "number"
},
"greeks_type": {
"type": "string"
},
"rho": {
"type": "number"
},
"theta": {
"type": "number"
},
"vega": {
"type": "number"
}
}
},
"pnl": {
"type": "number"
},
"position": {
"type": "object",
"properties": {
"contract_size": {
"type": "integer"
},
"count": {
"type": "integer"
},
"option": {
"type": "object",
"properties": {
"ask": {
"type": "number"
},
"bid": {
"type": "number"
},
"change": {
"type": "number"
},
"change_percent": {
"type": "number"
},
"expiration": {
"type": "string",
"format": "date-time"
},
"implied_volatility": {
"type": "number"
},
"last_price": {
"type": "number"
},
"option_type": {
"type": "string"
},
"strike": {
"type": "number"
},
"ticker_type": {
"type": "string"
},
"time": {
"type": "string",
"format": "date-time"
},
"underlying": {
"type": "string"
},
"volume": {
"type": "integer"
}
}
},
"price": {
"type": "number"
}
}
},
"position_greeks": {
"type": "object",
"description": "Greeks for this position, calculated as greeks * count",
"properties": {
"delta": {
"type": "number"
},
"gamma": {
"type": "number"
},
"greeks_type": {
"type": "string"
},
"rho": {
"type": "number"
},
"theta": {
"type": "number"
},
"vega": {
"type": "number"
}
}
}
}
}
},
"total_greeks": {
"type": "object",
"description": "Total Greeks for the portfolio",
"properties": {
"delta": {
"type": "number"
},
"gamma": {
"type": "number"
},
"greeks_type": {
"type": "string"
},
"rho": {
"type": "number"
},
"theta": {
"type": "number"
},
"vega": {
"type": "number"
}
}
}
}
}
}
}
}
}
}
},
"/portfolio/performance": {
"post": {
"operationId": "calculatePortfolioPerformance",
"summary": "Calculates portfolio performance across different implied volatilities and underlying price scenarios.",
"requestBody": {
"required": true,
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"underlying": {
"type": "string",
"example": "510050"
},
"implied_votility_range": {
"type": "object",
"properties": {
"step": {
"type": "number",
"format": "float"
},
"per_direction_count": {
"type": "integer"
}
}
},
"underlying_range": {
"type": "object",
"properties": {
"step": {
"type": "number",
"format": "float"
},
"per_direction_count": {
"type": "integer"
}
}
},
"positions": {
"type": "array",
"items": {
"type": "object",
"properties": {
"option_type": {
"type": "string",
"enum": [
"c",
"p"
],
"description": "c for call, p for put"
},
"strike": {
"type": "number",
"format": "float"
},
"expiration": {
"type": "string",
"format": "date-time"
},
"count": {
"type": "integer"
},
"contract_size": {
"type": "integer"
}
}
}
}
}
},
"examples": {
"example1": {
"value": {
"underlying": "TQQQ",
"implied_votility_range": {
"step": 0.05,
"per_direction_count": 3
},
"underlying_range": {
"step": 0.02,
"per_direction_count": 10
},
"positions": [
{
"option_type": "c",
"strike": 62,
"expiration": "2024-04-26T00:00:00.000000",
"count": -2,
"contract_size": 100
}
]
}
}
}
}
}
},
"responses": {
"200": {
"description": "Successfully calculated portfolio performance",
"content": {
"application/json": {
"schema": {
"type": "array",
"items": {
"type": "object",
"properties": {
"implied_volatility_percent": {
"type": "number",
"format": "float"
},
"stats": {
"type": "array",
"items": {
"type": "object",
"properties": {
"implied_volatility_percent": {
"type": "number",
"format": "float"
},
"stats": {
"type": "object",
"properties": {
"pnl": {
"type": "number"
},
"positions_stats": {
"type": null
},
"total_greeks": {
"type": "object",
"properties": {
"delta": {
"type": "number"
},
"gamma": {
"type": "number"
},
"greeks_type": {
"type": "string"
},
"rho": {
"type": "number"
},
"theta": {
"type": "number"
},
"vega": {
"type": "number"
}
}
}
}
},
"underlying_price": {
"type": "number",
"format": "float"
},
"underlying_price_percent": {
"type": "number",
"format": "float"
}
}
}
}
}
}
}
}
}
}
}
}
},
"/pricing/option_pricing": {
"post": {
"operationId": "calculateOptionPricing",
"summary": "Calculates the pricing and greeks for the provided options information. Either option price or implied volatility can be used as inputs, but not both. Only one parameter should be set for each option.",
"requestBody": {
"required": true,
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"pricing_type": {
"type": "string",
"enum": [
"european",
"american"
]
},
"underlying_price": {
"type": "number",
"format": "float"
},
"start_time": {
"type": "string",
"format": "date-time",
"description": "Start time of the option, format: 2024-03-01T00:00:00.000000",
"nullable": true
},
"r": {
"type": "number",
"format": "float",
"description": "Risk-free interest rate"
},
"q": {
"type": "number",
"format": "float",
"description": "Dividend yield"
},
"options": {
"type": "array",
"items": {
"type": "object",
"properties": {
"expiration": {
"type": "string",
"format": "date",
"description": "Expiration date of the option, format: 2024-04-26T00:00:00.000000"
},
"strike": {
"type": "number",
"format": "float"
},
"option_type": {
"type": "string",
"enum": [
"c",
"p"
]
},
"option_price": {
"type": "number",
"format": "float",
"nullable": true
},
"implied_volatility": {
"type": "number",
"format": "float",
"nullable": true
}
}
}
}
},
"required": [
"pricing_type",
"underlying_price",
"r",
"q",
"options"
]
}
}
}
},
"responses": {
"200": {
"description": "Option pricing and greeks response",
"content": {
"application/json": {
"schema": {
"type": "array",
"items": {
"type": "object",
"properties": {
"ask": {
"type": "number",
"format": "float"
},
"bid": {
"type": "number",
"format": "float"
},
"change": {
"type": "number",
"format": "float",
"nullable": true
},
"change_percent": {
"type": "number",
"format": "float",
"nullable": true
},
"expiration": {
"type": "string",
"format": "date-time"
},
"greeks": {
"type": "object",
"properties": {
"delta": {
"type": "number",
"format": "float"
},
"gamma": {
"type": "number",
"format": "float"
},
"greeks_type": {
"type": "string"
},
"rho": {
"type": "number",
"format": "float"
},
"theta": {
"type": "number",
"format": "float"
},
"vega": {
"type": "number",
"format": "float"
}
}
},
"implied_volatility": {
"type": "number",
"format": "float"
},
"last_price": {
"type": "number",
"format": "float"
}
}
}
}
}
}
}
}
}
},
"/strategy/projection": {
"post": {
"operationId": "calculateOptionStrategyProjection",
"summary": "Calculate option strategy projections.",
"requestBody": {
"required": true,
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"underlying": {
"type": "string",
"example": "TQQQ"
},
"projection_type": {
"type": "string",
"enum": [
"up",
"down",
"stay_within"
],
"example": "up"
},
"expect_time": {
"type": "string",
"format": "date",
"example": "2024-04-01"
},
"price_up_percent": {
"type": "number",
"format": "float",
"description": "The percentage of the price going up, 0.05 for 5%",
"example": 0.05,
"nullable": true
},
"price_up_value": {
"type": "number",
"format": "float",
"description": "The value of the price going up, may be used instead of price_up_percent",
"example": 5,
"nullable": true
},
"price_down_percent": {
"type": "number",
"format": "float",
"description": "The percentage of the price going down, 0.05 for 5%",
"example": 0.05,
"nullable": true
},
"price_down_value": {
"type": "number",
"format": "float",
"description": "The value of the price going down, may be used instead of price_down_percent",
"example": 5,
"nullable": true
}
}
}
}
}
},
"responses": {
"200": {
"description": "An array of option strategy projections",
"content": {
"application/json": {
"schema": {
"type": "array",
"items": {
"type": "object",
"properties": {
"description": {
"type": "string"
},
"name": {
"type": "string"
},
"stats": {
"type": "object",
"properties": {
"margin": {
"type": "number",
"format": "float"
},
"positions_stats": {
"type": "array",
"items": {
"type": "object",
"properties": {
"greeks": {
"type": "object",
"properties": {
"delta": {
"type": "number"
},
"gamma": {
"type": "number"
},
"greeks_type": {
"type": "string"
},
"rho": {
"type": "number"
},
"theta": {
"type": "number"
},
"vega": {
"type": "number"
}
}
},
"position": {
"type": "object",
"properties": {
"contract_size": {
"type": "integer"
},
"count": {
"type": "integer"
},
"option": {
"type": "object",
"properties": {
"ask": {
"type": "number"
},
"bid": {
"type": "number"
},
"change": {
"type": "number"
},
"change_percent": {
"type": "number"
},
"expiration": {
"type": "string",
"format": "date-time"
},
"implied_volatility": {
"type": "number"
},
"last_price": {
"type": "number"
},
"option_type": {
"type": "string"
},
"strike": {
"type": "number"
},
"underlying": {
"type": "string"
}
}
}
}
}
}
}
},
"total_greeks": {
"type": "object",
"properties": {
"delta": {
"type": "number"
},
"gamma": {
"type": "number"
},
"greeks_type": {
"type": "string"
},
"rho": {
"type": "number"
},
"theta": {
"type": "number"
},
"vega": {
"type": "number"
}
}
}
}
}
}
}
}
}
}
}
}
}
}
}
}