Saxo Bank Developer Portal

ContractOptionsGreeks

Contract Options chain Greeks data for the ETOs that support them

Name	Type	Description
AskVolatility	Number	The ask volatility
BidVolatility	Number	The bid volatility
Delta	Number	The delta
Gamma	Number	The gamma
InTheMoneyProbability	Number	In the money(ITM) probability refers to the likelihood that an option will expire with intrinsic value.
MidVolatility	Number	The mid volatility
Rho	Number	The rho
TheoreticalPrice	Number	The theoretical price
Theta	Number	The theta
Vega	Number	The vega

{ "AskVolatility": 10, "BidVolatility": 10, "Delta": 10, "Gamma": 10, "InTheMoneyProbability": 10, "MidVolatility": 10, "Rho": 10, "TheoreticalPrice": 10, "Theta": 10, "Vega": 10 }

ContractOptionsGreeks

Example