Option Greeks
option_greeksCalculate Black-Scholes-Merton theoretical prices and Greeks for one options expiry, with strike, type, and liquidity filters.
Instructions
Return Black-Scholes-Merton theoretical prices and greeks for one expiry.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| expiry | Yes | ||
| symbol | Yes | ||
| max_strike | No | ||
| min_strike | No | ||
| option_type | No | both | |
| spot_override | No | ||
| dividend_yield | No | ||
| limit_per_side | No | ||
| risk_free_rate | Yes | ||
| min_open_interest | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||