black_scholes
Compute quantitative finance European Option prices (Call and Put) and Greeks (Delta, Gamma, Vega, Theta) via Black-Scholes model.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| spotPrice | Yes | Underlying stock/asset spot price S | |
| volatility | No | Annualized implied volatility sigma (decimal or %) | |
| strikePrice | Yes | Strike price K | |
| riskFreeRate | No | Risk-free interest rate r (decimal or %) | |
| timeToExpiryYears | Yes | Time to expiration T in years |