Why is theta value different from Sensibull and other similar platforms? Do we have to do some other calculations like divide by lot size or something to get the correct value?
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deoxys
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Latest posts made by deoxys
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RE: Announcing Option Greeks API for SmartAPI Users
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Incorrect theta value in options greeks.
Theta values received in the options greeks endpoint is very different from other platforms like sensibull, algotest etc.
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Inaccurate options greeks data
Theta values returned in the options greeks endpoint is inaccurate. For example it shows -41 theta @ 12:41 am on 23 Sep for 26 Sep expiry, but everywhere else the theta value was -20.
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Incorrect theta value in option greeks.
Theta values received in the option greeks request are very different from sensibull and other similar platforms. In most cases it's 2-3 times the actual value.