option_greeks
Compute the Greeks for options using the Black-Scholes model. Input strike price, asset price, time to expiration, risk-free rate, and volatility to analyze risk and sensitivity for call or put options.
Instructions
Calculate the Greeks for a Black-Scholes option
Input Schema
Name | Required | Description | Default |
---|---|---|---|
K | Yes | Strike price of the option | |
S | Yes | Current price of the asset | |
T | Yes | Time to expiration in years | |
optionType | No | Option type: "call" or "put" | call |
r | Yes | Risk-free interest rate | |
sigma | Yes | Volatility of the asset |
Input Schema (JSON Schema)
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