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Author Topic: Options Price Updates: Implied Volatility, Delta, Gamma, Theta, Vega
(2 messages, Page 1 of 1)
Moderators: VPfau
LCarter2
Posts: 20
Joined: Jun 13, 2013
Posted: Sep 06, 2013 @ 01:15 PM             Msg. 1 of 2
When subscribing to options price updates, I have noticed that the values are always 0 for the following properties:

Implied Volatility, Delta, Gamma, Theta, Vega

Is this to be expected?
Leigh Carter
VictorV
Posts: 746
Joined: May 08, 2007
Posted: Sep 06, 2013 @ 02:06 PM             Msg. 2 of 2
Correct. We do not provide Greeks anymore.
Victor Vins
Lead Software Developer
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