Calculate Option Greeks
calculate_greeksCalculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| dte | Yes | Days to expiration | |
| spot | Yes | Current stock price | |
| type | Yes | 'call' or 'put' | |
| sigma | Yes | Implied volatility as decimal (0.20 = 20%) | |
| apiKey | No | FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp. | |
| strike | Yes | Strike price |