options_greeks
Compute option Greeks (Delta, Gamma, Theta, Vega, Rho) for NSE stocks and indices. Returns full Greek chain for calls and puts with optional expiry.
Instructions
Calculate Black-Scholes Greeks (Delta, Gamma, Theta, Vega, Rho) for all option strikes.
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Provides:
Delta: price sensitivity to underlying move
Gamma: rate of change of delta (acceleration)
Theta: daily time decay (what options lose per day)
Vega: sensitivity to 1% change in implied volatility
Rho: sensitivity to 1% change in interest rate
Full chain with Greeks for both calls and puts
Args: symbol: NSE stock or index symbol (e.g., NIFTY, RELIANCE, INFY) expiry: Optional expiry date string YYYY-MM-DD (uses nearest if not provided)
Examples: options_greeks("NIFTY") → Full Greeks for nearest Nifty expiry options_greeks("RELIANCE", "2025-04-24") → Greeks for specific expiry
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>"
},
"name": "options_greeks"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| expiry | No | ||
| symbol | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |