calculate_greeks
Compute option Greeks (Delta, Gamma, Theta, Vega, Rho) for Indian stock options using Black-Scholes with inputs for spot price, strike price, time to expiry, and optional volatility and risk-free rate.
Instructions
Calculate option Greeks (Delta, Gamma, Theta, Vega, Rho) using Black-Scholes. T = time in years to expiry.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| K | Yes | ||
| S | Yes | ||
| T | Yes | ||
| r | No | ||
| sigma | No | ||
| option_type | No | call |