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DeriveOptionPricing

nautilus_derive::http::models

Struct DeriveOptionPricing 

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pub struct DeriveOptionPricing {
    pub ask_iv: Decimal,
    pub bid_iv: Decimal,
    pub delta: Decimal,
    pub forward_price: Decimal,
    pub gamma: Decimal,
    pub iv: Decimal,
    pub mark_price: Decimal,
    pub rho: Decimal,
    pub theta: Decimal,
    pub vega: Decimal,
}
Expand description

Option pricing greeks and implied volatilities (option tickers only).

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§ask_iv: Decimal

Implied volatility of the current best ask.

§bid_iv: Decimal

Implied volatility of the current best bid.

§delta: Decimal

Option delta.

§forward_price: Decimal

Forward price used in pricing.

§gamma: Decimal

Option gamma.

§iv: Decimal

Implied volatility of the option.

§mark_price: Decimal

Mark price of the option.

§rho: Decimal

Option rho.

§theta: Decimal

Option theta.

§vega: Decimal

Option vega.

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impl Clone for DeriveOptionPricing

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fn clone(&self) -> DeriveOptionPricing

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for DeriveOptionPricing

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for DeriveOptionPricing

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for DeriveOptionPricing

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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