Is your feature request related to a problem? Please describe.
As an options trader, I want to analyze how greek values for a given contract changes over time so that I may better inform my future trades.
Describe the solution you'd like
In the quotes endpoint and channel, a results.greeks object similar to the "option contract snapshots" endpoint is included to represent an option contract's greeks at the time of the quote.
Describe alternatives you've considered
Rapidly polling the option contract endpoint and storing results for future analysis
Deriving greeks from information already provided by option contract quotes using the Black-Scholes model
Is your feature request related to a problem? Please describe. As an options trader, I want to analyze how greek values for a given contract changes over time so that I may better inform my future trades.
Describe the solution you'd like In the quotes endpoint and channel, a
results.greeksobject similar to the "option contract snapshots" endpoint is included to represent an option contract's greeks at the time of the quote.Describe alternatives you've considered