options_price
Price European options and compute 10 Greeks using the Black-Scholes model. Returns option price, Greeks, and intrinsic/time value breakdown.
Instructions
Black-Scholes pricing with 10 Greeks (delta through color).
Use when you need to price a European option or compute Greeks (delta, gamma, theta, vega, rho, etc.) using the Black-Scholes model. Provide spot price, strike, time to expiry, risk-free rate, and volatility. Returns: option price, 10 Greeks, and intrinsic/time value breakdown.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| K | Yes | Strike price | |
| S | Yes | Spot price of the underlying asset | |
| T | Yes | Time to expiration in years | |
| q | No | Continuous dividend yield | |
| r | No | Risk-free interest rate (annualized) | |
| type | No | Option type | call |
| sigma | Yes | Volatility (annualized, e.g. 0.2 = 20%) |