Struct OptionsGreeks 

#[non_exhaustive]
pub struct OptionsGreeks {
    pub delta: Option<f64>,
    pub gamma: Option<f64>,
    pub theta: Option<f64>,
    pub vega: Option<f64>,
}

Greeks for an options contract snapshot.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

delta: Option<f64>

Delta: rate of change of the option price with respect to the underlying.

gamma: Option<f64>

Gamma: rate of change of delta with respect to the underlying.

theta: Option<f64>

Theta: rate of change of the option price with respect to time.

vega: Option<f64>

Vega: rate of change of the option price with respect to volatility.

Trait Implementations

impl Clone for OptionsGreeks

fn clone(&self) -> OptionsGreeks

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for OptionsGreeks

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OptionsGreeks

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for OptionsGreeks

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.