Get Contract Pricing
Derive IV and Greeks and estimate margin, fees, and liquidation for an order.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Body
Option contract name, e.g. BTC-19JUN26-62000-C. Strike, expiry, and type are derived from it.
Order side: buy or sell.
Forward price of the underlying (positive decimal).
Candidate option premium to evaluate (non-negative decimal). Implied volatility and Greeks are derived from it.
Annualized risk-free rate as a decimal, e.g. 0.05.
Order quantity (positive decimal).
Response
Pricing, Greeks, and order estimates
Echo of the request inputs.
Implied volatility derived from the supplied price.
Current mark price of the contract.
Buying power available for this order.
Estimated fees for the order.
Margin the order would consume.
Estimated liquidation price after the order.
Projected available balance after the order.