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option_greeks

Compute option Greeks using the Black-Scholes model by inputting asset price, strike price, time to expiration, risk-free rate, volatility, and option type for accurate financial analysis.

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)

{
  "$schema": "http://json-schema.org/draft-07/schema#",
  "additionalProperties": true,
  "properties": {
    "K": {
      "description": "Strike price of the option",
      "type": "number"
    },
    "S": {
      "description": "Current price of the asset",
      "type": "number"
    },
    "T": {
      "description": "Time to expiration in years",
      "type": "number"
    },
    "optionType": {
      "default": "call",
      "description": "Option type: \"call\" or \"put\"",
      "enum": [
        "call",
        "put"
      ],
      "type": "string"
    },
    "r": {
      "description": "Risk-free interest rate",
      "type": "number"
    },
    "sigma": {
      "description": "Volatility of the asset",
      "type": "number"
    }
  },
  "required": [
    "S",
    "K",
    "T",
    "r",
    "sigma"
  ],
  "type": "object"
}

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