def get_option_theo_values_with_normalized_greeks(expiry_id):
underlying_price = request.args.get("underlying_price", None)
if underlying_price:
underlying_price = float(underlying_price)
db_expiry = load_db_expiry(db_session, expiry_id)
option_theo_values_df = calc_option_theo_values_with_normalized_greeks(db_expiry, underlying_price)
option_theo_values_df["id"] = option_theo_values_df.index
json_df = option_theo_values_df.to_json(orient="records")
return Response(json_df)
def get_strike_vols(expiry_id):
underlying_price = request.args.get("underlying_price", None)
if underlying_price:
underlying_price = float(underlying_price)
db_expiry = load_db_expiry(db_session, expiry_id)
strike_vols_df = calc_strike_vols(db_expiry, underlying_price)
strike_vols_df["id"] = strike_vols_df.index
json_df = strike_vols_df.to_json()
return Response(json_df)