options_price
Calculate European call and put prices with 10 Greeks via Black-Scholes model using spot price, strike, volatility, time, and risk-free rate.
Instructions
Black-Scholes pricing with 10 Greeks (delta through color).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| S | Yes | Spot price of the underlying asset | |
| K | Yes | Strike price | |
| T | Yes | Time to expiration in years | |
| r | No | Risk-free interest rate (annualized) | |
| sigma | Yes | Volatility (annualized, e.g. 0.2 = 20%) | |
| q | No | Continuous dividend yield | |
| type | No | Option type | call |