Functions Options Copy page Copy as markdownThe page as text, ready for a chat View as markdown/docs/functions/options-functions.md Ask Claude about this pageOpens Claude with this page's address Option pricing and the greeks. deepcalc originals, no Excel equivalent. FunctionWhat it does ASIAN.CALL Asian call on the geometric average of n_avg observations (exact closed form; approximates the arithmetic Asian). BARRIER.CALL Barrier call option: type 1=down-and-out, 2=down-and-in, 3=up-and-out, 4=up-and-in (Hull ch. 26 formulas). BINOMIAL.AMERICAN.PUT Binomial tree American put option price. BINOMIAL.CALL Binomial tree call option price. BINOMIAL.PUT Binomial tree put option price. BS.CALL Black-Scholes call option price. BS.CALL.DIVIDEND Black-Scholes call option with dividend yield. BS.IMPLIED_VOL.CALL Implied volatility from call option price. BS.IMPLIED_VOL.PUT Implied volatility from put option price. BS.PUT Black-Scholes put option price. BS.PUT.DIVIDEND Black-Scholes put option with dividend yield. DELTA.CALL Delta of call option (rate of change with respect to underlying price). DELTA.PUT Delta of put option. DIGITAL.CALL Digital (binary) call option that pays fixed amount. OPT.GAMMA Gamma of option (rate of change of delta). OPT.VEGA Vega of option (sensitivity to volatility). RHO.CALL Rho of call option (sensitivity to interest rate). RHO.PUT Rho of put option (sensitivity to interest rate). THETA.CALL Theta of call option (time decay). THETA.PUT Theta of put option (time decay).
