Flashalpha Greeks
flashalpha_greeksBlack-Scholes (BSM) option greeks calculator — pass spot, strike, days-to-expiry, volatility and option type to get delta, gamma, theta, vega (and higher-order greeks where returned). Example: flashalpha_greeks({ spot: 100, strike: 105, dte: 30, vol: 0.25, type: "call", _apiKey: "your-key" })
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| dte | Yes | Days to expiration, e.g. 30 | |
| vol | Yes | Implied volatility as a decimal (sigma), e.g. 0.25 for 25% | |
| rate | No | Risk-free interest rate as a decimal (optional), e.g. 0.05 for 5% | |
| spot | Yes | Current underlying (spot) price, e.g. 100 | |
| type | Yes | Option type: "call" or "put" | |
| strike | Yes | Option strike price, e.g. 105 | |
| _apiKey | Yes | FlashAlpha API key |