Struct OptionGreeks 

#[non_exhaustive]
pub struct OptionGreeks {
    pub delta: Option<f64>,
    pub gamma: Option<f64>,
    pub theta: Option<f64>,
    pub vega: Option<f64>,
    pub implied_volatility: Option<f64>,
    pub theoretical_price: Option<f64>,
    pub underlying_price: Option<f64>,
}

Option Greeks values.

All fields are optional because the data source may not return all Greeks depending on the contract type, market state, or subscription level.

Fields

• delta: Rate of change of option price with respect to underlying price
• gamma: Rate of change of delta with respect to underlying price
• theta: Rate of change of option price with respect to time (per day)
• vega: Rate of change of option price with respect to volatility
• implied_volatility: Market-implied volatility
• theoretical_price: Model price computed by the exchange/broker
• underlying_price: Current underlying price used in computation

Note on Precision

Values are stored as f64 rather than Decimal because Greeks are analytics (not monetary values) and the precision loss is acceptable.

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>

gamma: Option<f64>

theta: Option<f64>

vega: Option<f64>

implied_volatility: Option<f64>

theoretical_price: Option<f64>

underlying_price: Option<f64>

Implementations

impl OptionGreeks

pub fn has_any_greek(&self) -> bool

Returns true if at least one first-order Greek (delta, gamma, theta, vega, or implied volatility) is present.

Does NOT consider theoretical_price or underlying_price — a tick containing only those fields is treated as having no Greek data.

Trait Implementations

impl Clone for OptionGreeks

fn clone(&self) -> OptionGreeks

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptionGreeks

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

Formats the value using the given formatter.

impl Default for OptionGreeks

fn default() -> OptionGreeks

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for OptionGreeks

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl From<OptionGreeks> for DataKind

fn from(value: OptionGreeks) -> Self

Converts to this type from the input type.

impl PartialEq for OptionGreeks

fn eq(&self, other: &OptionGreeks) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for OptionGreeks

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for OptionGreeks