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Theo Calc API

    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.

    FREE TRIAL

    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 TierPer MinutePer DayPer Month
    12550012,500
    2752,50062,500
    312562,5001,562,500

    Allow Burst/Exceed

    Rate Limits
    User TierPer MinutePer DayPer Month
    1501,00025,000
    21505,000125,000
    3250125,0003,125,000

    Overage Rates

    Price
    User TierPer Call
    10.030
    20.015
    30.005

    *Subscribers are responsible for all additional data fees that apply

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