greeks
Calculate Black-Scholes option risk sensitivities for one option and re-solve implied volatility from market price if provided.
Instructions
Black-Scholes greeks for one option.
Args:
spot: underlying spot price
strike: option strike
t_days: calendar days to expiry
iv: annualized implied volatility as a decimal (0.26 = 26%)
right: 'C' for call, 'P' for put
market_price: if given, IV is re-solved from this price instead of using iv
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": {
"spot": "<spot>",
"strike": "<strike>",
"t_days": "<t_days>",
"iv": "<iv>"
},
"name": "greeks"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| iv | Yes | ||
| spot | Yes | ||
| right | No | C | |
| strike | Yes | ||
| t_days | Yes | ||
| market_price | No |