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Version: 8.4.12.1

5030-srse-calculators

#Message NameDescription
5030OptionCalculatorThis table allows custom option pricing based on either user or SR supplied input values.
5035OptionImpliedPairThis table contains current live NBBO prices and implied volatilites as well as greeks and SpiderRock surface volatilities/prices for all call/put pairs in the market.
5045OptionImpliedVolThis table contains option implied volatilities computed using fast/accurate calcuation methods while the SELECT is processing. Note that if you need even faster queries that cover a large number of strikes you may be better off using the OptionImpliedQuoteAdj table as it is pre-computed.
5046OptionImpliedVolV4This table contains option implied volatilities computed using fast/accurate calcuation methods while the SELECT is processing. Note that if you need even faster queries that cover a large number of strikes you may be better off using the OptionImpliedQuoteAdj table as it is pre-computed.
5055OptionTheoVolOptionTheoVol records contain client supplied theoretical volatility surface information resolved at the level if individual strikes. Strike volatilities, prices, greeks and SpiderRock surface volatilites and prices are all available. Values are computed on the fly using fast/accurate calculation methods as records are returned.
5060SpanRiskCalculatorThis table allows custom span risk calculations based on either user or SR supplied input values.
5065VolTimeCalculatorThis table allows custom span risk calculations based on either user or SR supplied input values.