Selected by all US option exchanges as the official theoretical price generator for obvious error review, Cboe LiveVol’s theoretical price generator, Theo Calc, is now available via REST API. With the Theo Calc API you can integrate our benchmark theoretical values into your work flow and automate your execution monitoring and error detection. The best way to see what’s possible here might be to take it for a test drive in our API Sandbox.
GO TO SANDBOX
Description:
To see the available API Calls associated with the Theo Calc API go to
https://api.livevol.com/v1/docs/Help#sectionTheoCalculator
Included with your subscription is the Market Reference Information API. To see the API calls available in this API go to https://api.livevol.com/v1/docs/Help#sectionMarketReference
The Theo Calc API is available with either live* or delayed data (15 minutes), and there are three tiers of access with thresholds set per minute, per day and per month. Users can select a hard ceiling on API calls or allow bursts to exceed threshold limits. Overage fees will apply at the rates stated below.
Base Thresholds
| Rate Limits |
| User Tier |
Per Minute |
Per Day |
Per Month |
| 1 |
25 |
500 |
12,500 |
| 2 |
75 |
2,500 |
62,500 |
| 3 |
125 |
62,500 |
1,562,500 |
Allow Burst/Exceed
| Rate Limits |
| User Tier |
Per Minute |
Per Day |
Per Month |
| 1 |
50 |
1,000 |
25,000 |
| 2 |
150 |
5,000 |
125,000 |
| 3 |
250 |
125,000 |
3,125,000 |
Overage Rates
| Price |
| User Tier |
Per Call |
| 1 |
0.030 |
| 2 |
0.015 |
| 3 |
0.005 |
*Subscribers are responsible for all additional data fees that apply
