#include <contract.c>
var* Greeks[5];
void run()
{
Verbose = 7|DIAG;
set(LOGFILE);
SaveMode = 0;
NumYears = 1;
assetList("OptionsIB");
BarPeriod = 1; //mins
NumYears = 1;
LookBack = 0;
asset("ES");
contractUpdate ("ES-FOP-20191220",1,PUT|FUTURE);
printf("\nPut chain loaded. Found: %d",NumContracts);
CONTRACT* CImp = contract (PUT,160,2500);
contract (CImp); //sets the tradeable object, enabling the option variables..
printf("\nStrike %f", ContractStrike);
var OptionPrice = contractPrice(CImp); // bid/ask average price
printf("\nPremium %f",OptionPrice);
brokerCommand(GET_GREEKS,Greeks);
printf("\nBroker Delta is %f",Greeks[1]);
printf("\nBroker Theta is %f",Greeks[4]);
}