Option greeks and IV are returned by IB API by default alongside prices with each .reqMktData call.

https://interactivebrokers.github.io/tws-api/option_computations.html

So, no extra work is really required besides saving them in some way.

This will be faster and more convenient than having an R or Zorro calculate them (no need to maintain rates,yields,etc).

Please provide a way to access these values.

I would suggest to just extend a Contract struct with another 2 fields(for IV and Delta) and/or substitute OpenInt and Volume for these more important values (or adding Theta and Vega).

PLEASE CONSIDER.

JCL,

is there hope that receiving option greeks would make it to the to-do list for the next IB plug-in revision?

Yes, we'll possibly implement a GET_GREEKS brokercommand that receives the greeks in an array.

Super! Thank you.