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Theo Calc API

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.

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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

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Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options (ODD). Copies of the ODD are available from your broker or from The Options Clearing Corporation, 125 S. Franklin Street, Suite 1200, Chicago, IL 60606. The information on this website is provided solely for general education and information purposes and therefore should not be considered complete, precise, or current. Many of the matters discussed are subject to detailed rules, regulations, and statutory provisions which should be referred to for additional detail and are subject to changes that may not be reflected in the website information. No statement within the website should be construed as a recommendation to buy or sell a security or to provide investment advice. The inclusion of non-Cboe advertisements on the website should not be construed as an endorsement or an indication of the value of any product, service, or website. The Terms and Conditions govern use of this website and use of this website will be deemed acceptance of those Terms and Conditions.