calculate_option_price
Calculate theoretical option prices using the Black-Scholes model with spot price, strike price, time to expiry, risk-free rate, volatility, and option type.
Instructions
Calculate theoretical option price using Black-Scholes model.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| K | Yes | ||
| S | Yes | ||
| T | Yes | ||
| r | No | ||
| sigma | No | ||
| option_type | No | call |