options
Calculate option prices, Greeks, and implied volatility using Black-Scholes, binomial, Monte Carlo, and exotic option models 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_asian_option, get_barrier_option, get_binary_option, get_binomial_model, get_bjerksund_stensland, get_black_scholes_model, get_charm, get_color, get_delta, get_dual_delta, get_dual_gamma, get_epsilon, get_gamma, get_garman_kohlhagen, get_implied_volatility, get_lambda, get_monte_carlo_option_price, get_option_chains, get_partial_derivative, get_put_call_parity, get_rho, get_risk_neutral_density, get_speed, get_stock_price_simulation, get_strategy_payoff, get_theta, get_ultima, get_vanna, get_vega, get_vera, get_veta, get_volatility_surface, get_vomma, get_zomma.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| legs | No | Value for legs. Leave unset to use the default of the indicator you selected. Required by: get_strategy_payoff. | |
| seed | No | Value for seed. | |
| rebate | No | Value for rebate. | |
| tickers | No | Comma-separated ticker symbols, e.g. 'AAPL,MSFT,GOOGL'. | |
| end_date | No | End of the date range in YYYY-MM-DD format. | 2026-08-19 |
| 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. | |
| knock_type | No | Value for knock_type. | out |
| put_option | No | Value for put_option. | |
| start_date | No | Start of the date range in YYYY-MM-DD format. | 2021-08-20 |
| time_steps | No | Value for time_steps. | |
| cash_payout | No | Value for cash_payout. | |
| option_type | No | Value for option_type. | cash-or-nothing |
| simulations | No | Value for simulations. | |
| 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 |
| expiration_dates | No | Value for expiration_dates. | |
| strike_step_size | No | Value for strike_step_size. | |
| barrier_direction | No | Value for barrier_direction. | down |
| number_of_strikes | No | Value for number_of_strikes. | |
| outlier_threshold | No | Value for outlier_threshold. | |
| stock_price_range | No | Value for stock_price_range. | |
| barrier_percentage | No | Value for barrier_percentage. | |
| strike_price_range | No | Value for strike_price_range. Leave unset to use the default of the indicator you selected. Defaults differ between indicators. | |
| time_to_expiration | No | Value for time_to_expiration. | |
| show_standard_error | No | Value for show_standard_error. | |
| expiration_time_range | No | Value for expiration_time_range. | |
| number_of_expirations | No | Value for number_of_expirations. | |
| show_expiration_dates | No | Value for show_expiration_dates. | |
| stock_price_step_size | No | Value for stock_price_step_size. | |
| foreign_risk_free_rate | No | Value for foreign_risk_free_rate. | |
| show_unique_combinations | No | Value for show_unique_combinations. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |