options
Compute option pricing models and Greeks (Black-Scholes, binomial, delta, gamma, theta, vega, rho) and implied volatility for any ticker.
Instructions
Option pricing and Greeks (Black-Scholes model, binomial tree, delta, gamma, theta, vega, rho, implied volatility). Requires tickers='AAPL' — use comma-separated values for multiple tickers.
Available indicators: get_binomial_model, get_black_scholes_model, get_charm, get_color, get_delta, get_dual_delta, get_dual_gamma, get_epsilon, get_gamma, get_implied_volatility, get_lambda, get_option_chains, get_partial_derivative, get_rho, get_speed, get_stock_price_simulation, get_theta, get_ultima, get_vanna, get_vega, get_vera, get_veta, get_vomma, get_zomma.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| tickers | No | Comma-separated ticker symbols, e.g. 'AAPL,MSFT,GOOGL'. | |
| end_date | No | End of the date range in YYYY-MM-DD format. | 2026-07-14 |
| indicator | Yes | Name of the specific metric to calculate, e.g. 'get_asset_turnover_ratio'. Required — omitting it returns the list of available indicators. | |
| quarterly | No | Return quarterly data instead of annual when True. | |
| timesteps | No | Value for timesteps. | |
| put_option | No | Value for put_option. | |
| start_date | No | Start of the date range in YYYY-MM-DD format. | 2021-07-15 |
| standardize | No | Return the Z-Score (standard score) instead of the raw values, i.e. how many standard deviations each value is from the mean of its own series. When combined with growth=True, the growth values are standardized instead of the raw values. | |
| show_columns | No | Comma-separated names to filter the output. For historical data use the key names visible in any response record (e.g. 'Close,Volume,Return'). For financial statements use the 'metric' field values from the response (e.g. 'Revenue,Net Income,EBITDA'). Call the tool once without this parameter to see all available names, then repeat with show_columns to reduce response size and token usage. | |
| dividend_yield | No | Value for dividend_yield. | |
| risk_free_rate | No | Value for risk_free_rate. | |
| american_option | No | Value for american_option. | |
| expiration_date | No | Value for expiration_date. | |
| show_input_info | No | Value for show_input_info. | |
| benchmark_ticker | No | Ticker used as the market benchmark, e.g. 'SPY' or '^GSPC'. | SPY |
| strike_step_size | No | Value for strike_step_size. | |
| strike_price_range | No | Value for strike_price_range. | |
| time_to_expiration | No | Value for time_to_expiration. | |
| expiration_time_range | No | Value for expiration_time_range. | |
| show_expiration_dates | No | Value for show_expiration_dates. | |
| show_unique_combinations | No | Value for show_unique_combinations. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |