TODO_TAGS_REVIEW

Options Greeks Calculator

Black-Scholes options pricer with full Greeks (delta, gamma, theta, vega, rho). Equity, FX and rate presets; payoff profile and sensitivity charts. Zero-egress, deterministic.

Tool URL: https://ainumbers.co/chaingraph/qfa-01-options-greeks.html AP2/Policy Mandate export: yes

post/v1/tools/compute_options_greeks

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/compute_options_greeks
  • Auth: none declared

Request body

div_yieldnumber required
expiry_daysnumber required

Duration in days

ratenumber required
spotnumber required
strikenumber required
typeunknown required
volnumber required

Response

Successful tool execution result

d1number
d2number
deltanumber
delta_risk_bandstring
gammanumber
pricenumber
rho_per_pctnumber
theta_per_daynumber
typestring
vega_per_pctnumber

Changes

No recorded changes to this operation across all 1 revision of this API.