IOptionsApi Properties

GF API Documentation

The IOptionsApi type exposes the following members.

Properties

  NameDescription
Public propertyIsGreekCalculationEnabled
Enable for Greek value calculation. This may have a significant performance cost. Default is disabled. Must not change value while connected.
Public propertyPLMode
Using this setting, Option PL can be calculated using theoretical greek values
Public propertyUseInterpolatedVolatility
Enabled so when option implied volatility cannot be calculated, it will be interpolated from available strikes in the same option series. Interpolation method is an Akima cubic spline. Default is False.
Public propertyVolatilitySource
Using setting, Option volatility source can be changed. Client side will have a significant performance cost Default is Server.
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