option_greeks
Calculate option Greeks (Delta, Gamma, Theta, Vega, Rho) using the Black-Scholes model to analyze risk and sensitivity in options trading.
Instructions
Calculate the Greeks for a Black-Scholes option
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| S | Yes | Current price of the asset | |
| K | Yes | Strike price of the option | |
| T | Yes | Time to expiration in years | |
| r | Yes | Risk-free interest rate | |
| sigma | Yes | Volatility of the asset | |
| optionType | No | Option type: "call" or "put" | call |