calculate_option_price
Calculate the theoretical price of an option using Black-Scholes or similar model based on provided volatility, expiry, strike, right, and underlying price.
Instructions
Calculate option price from volatility.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"symbol": "<symbol>",
"expiry": "<expiry>",
"strike": "<strike>",
"right": "<right>",
"volatility": "<volatility>",
"underlying_price": "<underlying_price>"
},
"name": "calculate_option_price"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | ||
| expiry | Yes | ||
| strike | Yes | ||
| right | Yes | ||
| volatility | Yes | ||
| underlying_price | Yes |