OptionOutput | ||||||||
Data Type: Integer (Optional) | ||||||||
Either an Integer (whole number) or the variable can be omitted. v | ||||||||
Example: 10 | ||||||||
Variable Values | ||||||||
Default(s) | ||||||||
0 | Option Value (Fair Value) | |||||||
Switches | ||||||||
0 | Option Value (Fair Value) | |||||||
1 | Delta (price sensitivity to stock price) | |||||||
2 | Gamma (delta sensitivity to stock price) | |||||||
3 | Vega (price sensitivity to volatility) | |||||||
4 | Theta (price sensitivity to expiry time) | |||||||
5 | Rho (price sensitivity to risk free rate) |