Longbridge OpenAPI SDK
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    Class SecurityCalcIndex

    Security calc index response

    Index
    constructor
    symbol lastDone changeValue changeRate volume turnover ytdChangeRate turnoverRate totalMarketValue capitalFlow amplitude volumeRatio peTtmRatio pbRatio dividendRatioTtm fiveDayChangeRate tenDayChangeRate halfYearChangeRate fiveMinutesChangeRate expiryDate strikePrice upperStrikePrice lowerStrikePrice outstandingQty outstandingRatio premium itmOtm impliedVolatility warrantDelta callPrice toCallPrice effectiveLeverage leverageRatio conversionRatio balancePoint openInterest delta gamma theta vega rho
    toString toJSON
    • get symbol(): string

      Security code

      Returns string

    • get changeValue(): Decimal | null

      Change value

      Returns Decimal | null

    • get volume(): number | null

      Volume

      Returns number | null

    • get ytdChangeRate(): Decimal | null

      Year-to-date change ratio

      Returns Decimal | null

    • get turnoverRate(): Decimal | null

      Turnover rate

      Returns Decimal | null

    • get totalMarketValue(): Decimal | null

      Total market value

      Returns Decimal | null

    • get capitalFlow(): Decimal | null

      Capital flow

      Returns Decimal | null

    • get volumeRatio(): Decimal | null

      Volume ratio

      Returns Decimal | null

    • get dividendRatioTtm(): Decimal | null

      Dividend ratio (TTM)

      Returns Decimal | null

    • get fiveDayChangeRate(): Decimal | null

      Five days change ratio

      Returns Decimal | null

    • get tenDayChangeRate(): Decimal | null

      Ten days change ratio

      Returns Decimal | null

    • get halfYearChangeRate(): Decimal | null

      Half year change ratio

      Returns Decimal | null

    • get fiveMinutesChangeRate(): Decimal | null

      Five minutes change ratio

      Returns Decimal | null

    • get strikePrice(): Decimal | null

      Strike price

      Returns Decimal | null

    • get upperStrikePrice(): Decimal | null

      Upper bound price

      Returns Decimal | null

    • get lowerStrikePrice(): Decimal | null

      Lower bound price

      Returns Decimal | null

    • get outstandingQty(): number | null

      Outstanding quantity

      Returns number | null

    • get outstandingRatio(): Decimal | null

      Outstanding ratio

      Returns Decimal | null

    • get itmOtm(): Decimal | null

      In/out of the bound

      Returns Decimal | null

    • get impliedVolatility(): Decimal | null

      Implied volatility

      Returns Decimal | null

    • get warrantDelta(): Decimal | null

      Warrant delta

      Returns Decimal | null

    • get toCallPrice(): Decimal | null

      Price interval from the call price

      Returns Decimal | null

    • get effectiveLeverage(): Decimal | null

      Effective leverage

      Returns Decimal | null

    • get leverageRatio(): Decimal | null

      Leverage ratio

      Returns Decimal | null

    • get conversionRatio(): Decimal | null

      Conversion ratio

      Returns Decimal | null

    • get balancePoint(): Decimal | null

      Breakeven point

      Returns Decimal | null

    • get openInterest(): number | null

      Open interest

      Returns number | null

    • get delta(): Decimal | null

      Delta. Measures the expected change in option price for a $1 move in the underlying asset price.

      Returns Decimal | null

    • get gamma(): Decimal | null

      Gamma. Measures the expected change in Delta for a $1 move in the underlying asset price.

      Returns Decimal | null

    • get theta(): Decimal | null

      Theta. Measures the expected change in option price as one day passes; the raw value has been divided by 365 to convert to a daily value, representing the impact of one day's time decay on the option price.

      Returns Decimal | null

    • get vega(): Decimal | null

      Vega. Measures the expected change in option price when implied volatility (IV) moves by 1 (i.e. 100%); divide the raw value by 100 to get the expected price change per 1% move in IV.

      Returns Decimal | null

    • get rho(): Decimal | null

      Rho. Measures the expected change in option price when the risk-free interest rate moves by 1 (i.e. 100%); divide the raw value by 100 to get the expected price change per 1% move in the interest rate.

      Returns Decimal | null

    • Returns string

    • Returns any

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