public static void Main()
{
Configuration.Default.AddApiKey("api_key", "YOUR_API_KEY");
var optionsApi = new OptionsApi();
string symbol = "AAPL"; // string | The option symbol, corresponding to the underlying security.
string expiration = "2019-03-18"; // string | The expiration date of the options contract
string type = null; // string | The option contract type. (optional)
decimal?strike = null; // decimal? | The strike price of the option contract. This will return options contracts with strike price equal to this price. (optional)
decimal?strikeGreaterThan = null; // decimal? | The strike price of the option contract. This will return options contracts with strike prices greater than this price. (optional)
decimal?strikeLessThan = null; // decimal? | The strike price of the option contract. This will return options contracts with strike prices less than this price. (optional)
string moneyness = null; // string | The moneyness of the options contracts to return. 'all' will return all options contracts. 'in_the_money' will return options contracts that are in the money (call options with strike prices below the current price, put options with strike prices above the current price). 'out_of_they_money' will return options contracts that are out of the money (call options with strike prices above the current price, put options with strike prices
// below the current price). 'near_the_money' will return options contracts that are $0.50 or less away from being in the money. (optional)
decimal?pageSize = 100; // decimal? | The number of results to return (optional) (default to 100)
try
{
ApiResponseOptionsChain result = optionsApi.GetOptionsChain(symbol, expiration, type, strike, strikeGreaterThan, strikeLessThan, moneyness, pageSize);
List <OptionChain> chain = result.Chain;
Console.WriteLine(chain.Count + " results found for " + symbol + "!");
chain.ForEach(delegate(OptionChain chain_link)
{
Option option = chain_link.Option;
OptionPrice price = chain_link.Price;
Console.WriteLine();
Console.WriteLine("-----------------------------------------------------------------------------------");
Console.WriteLine("OPTION");
Console.WriteLine("ID: " + option.Id);
Console.WriteLine("Code: " + option.Code);
Console.WriteLine("Ticker: " + option.Ticker);
Console.WriteLine("Expiration: " + option.Expiration);
Console.WriteLine("Strike: " + option.Strike);
Console.WriteLine("Type: " + option.Type);
Console.WriteLine();
Console.WriteLine("PRICE");
Console.WriteLine("Date: " + price.Date);
Console.WriteLine("Close: " + price.Close);
Console.WriteLine("Close bid: " + price.CloseBid);
Console.WriteLine("Close ask: " + price.CloseAsk);
Console.WriteLine("Volume: " + price.Volume);
Console.WriteLine("Volume bid: " + price.VolumeBid);
Console.WriteLine("Volume ask: " + price.VolumeAsk);
Console.WriteLine("Trades: " + price.Trades);
Console.WriteLine("Open interest: " + price.OpenInterest);
Console.WriteLine("Open interest change: " + price.OpenInterestChange);
Console.WriteLine("Next day open interest: " + price.NextDayOpenInterest);
Console.WriteLine("Implied volatility: " + price.ImpliedVolatility);
Console.WriteLine("Implied volatility change: " + price.ImpliedVolatilityChange);
Console.WriteLine("Delta: " + price.Delta);
});
}
catch (Exception e)
{
Debug.Print("Exception when calling OptionsApi.GetOptionsChain: " + e.Message);
}
}
internal static EOptionPrice SOptionPrice(OptionPrice x)
{
switch (x)
{
case OptionPrice.BlackScholes:
return EOptionPrice.BlackScholes;
case OptionPrice.Binomial:
return EOptionPrice.Binomial;
case OptionPrice.Trinomial:
return EOptionPrice.Trinomial;
case OptionPrice.MonteCarlo:
return EOptionPrice.MonteCarlo;
default:
throw new NotSupportedException();
}
}
internal static EOptionPrice SOptionPrice(OptionPrice x)
{
switch (x)
{
case OptionPrice.BlackScholes:
return(EOptionPrice.BlackScholes);
case OptionPrice.Binomial:
return(EOptionPrice.Binomial);
case OptionPrice.Trinomial:
return(EOptionPrice.Trinomial);
case OptionPrice.MonteCarlo:
return(EOptionPrice.MonteCarlo);
default:
throw new NotSupportedException();
}
}
public static double ImpliedVolatility(double S, double X, double t, double r, double P, OptionType OptionType, PutCall PutCall, OptionPrice Method)
{
return SmartQuant.Quant.FinMath.ImpliedVolatility(S, X, t, r, P, FinMath.SOptionType(OptionType), FinMath.SPutCall(PutCall), FinMath.SOptionPrice(Method));
}
public static double ImpliedVolatility(double S, double X, double t, double r, double P, OptionType OptionType, PutCall PutCall, OptionPrice Method)
{
return(FreeQuant.Quant.FinMath.ImpliedVolatility(S, X, t, r, P, FinMath.SOptionType(OptionType), FinMath.SPutCall(PutCall), FinMath.SOptionPrice(Method)));
}
