quant_options
Read-onlyIdempotent
Compute option pricing and Greeks using Black-Scholes, binomial tree, and risk metrics like delta, gamma, and implied volatility for specified tickers.
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
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| indicator | Yes | Name of the specific metric to calculate, e.g. 'get_asset_turnover_ratio'. Required — omitting it returns the list of available indicators. | |
| tickers | No | Comma-separated ticker symbols, e.g. 'AAPL,MSFT,GOOGL'. | |
| start_date | No | Start of the date range in YYYY-MM-DD format. | 2021-06-22 |
| end_date | No | End of the date range in YYYY-MM-DD format. | 2026-06-21 |
| quarterly | No | Return quarterly data instead of annual when True. | |
| benchmark_ticker | No | Ticker used as the market benchmark, e.g. 'SPY' or '^GSPC'. | SPY |
| put_option | No | Value for put_option. | |
| american_option | No | Value for american_option. | |
| strike_price_range | No | Value for strike_price_range. | |
| strike_step_size | No | Value for strike_step_size. | |
| time_to_expiration | No | Value for time_to_expiration. | |
| timesteps | No | Value for timesteps. | |
| risk_free_rate | No | Value for risk_free_rate. | |
| dividend_yield | No | Value for dividend_yield. | |
| show_input_info | No | Value for show_input_info. | |
| rounding | No | Number of decimal places to round results to. | |
| expiration_time_range | No | Value for expiration_time_range. | |
| expiration_date | No | Value for expiration_date. | |
| show_expiration_dates | No | Value for show_expiration_dates. | |
| show_unique_combinations | No | Value for show_unique_combinations. |
Output Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |