Options Pricing

We run a C++ binary at the edge to perform binomial options pricing calculations.
The results are cached in Redis to ensure fast access and reduce computational overhead.
See the pricing module and the WebSocket server on GitHub.

Live data for demonstration purposes only

Symbol:

Underlying Price:

Strike:

Risk-Free Rate (%):

Dividend Yield (%):

Days to Expiry:

Volatility (%):

Steps:

Number of Strikes:

Strike Width:

Theta	Gamma	Delta	Ask	Bid	Call	Strike	Put	Bid	Ask	Delta	Gamma	Theta