Spec

Αποσπάσματα κώδικα

curl "https://api.oanor.com/options-api/v1/meta" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/options-api/v1/meta", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/options-api/v1/meta");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/options-api/v1/meta",
    headers={"x-oanor-key": "oanor_test_..."}
)

Παράδειγμα απόκρισης

Πραγματική απόκριση αυτού του endpoint, από τον τελευταίο έλεγχο υγείας.

{
    "data": {
        "notes": "Spot/strike in the same currency, time to expiry in years, rate/volatility/dividend_yield as decimals (0.05 = 5 %). European options.",
        "service": "options-api",
        "formulae": {
            "d1": "(ln(S/K) + (r − q + σ²/2)·T)/(σ√T)",
            "call": "S·e^(−qT)·Φ(d1) − K·e^(−rT)·Φ(d2)",
            "put_call_parity": "C − P = S·e^(−qT) − K·e^(−rT)"
        },
        "endpoints": {
            "GET /v1/meta": "This document.",
            "GET /v1/greeks": "Delta, gamma, theta, vega and rho for the call and the put.",
            "GET /v1/black-scholes": "Call and put prices and d1/d2 from spot, strike, time, rate and volatility.",
            "GET /v1/implied-volatility": "The volatility that reproduces a given option market price."
        },
        "description": "Black-Scholes option pricing: call and put prices, the option Greeks (delta, gamma, theta, vega, rho), and implied volatility from a market price."
    },
    "meta": {
        "timestamp": "2026-06-05T03:09:00.877Z",
        "request_id": "09b7eb3d-c793-47b8-b547-4a2bd48c76d7"
    },
    "status": "ok",
    "message": "Meta",
    "success": true
}