# options functions

Option pricing and the greeks. deepcalc originals, no Excel equivalent.

20 functions.

- [ASIAN.CALL](https://deepcalc.com/docs/functions/asian-call.md): Asian call on the geometric average of n_avg observations (exact closed form; approximates the arithmetic Asian)
- [BARRIER.CALL](https://deepcalc.com/docs/functions/barrier-call.md): 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](https://deepcalc.com/docs/functions/binomial-american-put.md): binomial tree American put option price
- [BINOMIAL.CALL](https://deepcalc.com/docs/functions/binomial-call.md): binomial tree call option price
- [BINOMIAL.PUT](https://deepcalc.com/docs/functions/binomial-put.md): binomial tree put option price
- [BS.CALL](https://deepcalc.com/docs/functions/bs-call.md): Black-Scholes call option price
- [BS.CALL.DIVIDEND](https://deepcalc.com/docs/functions/bs-call-dividend.md): Black-Scholes call option with dividend yield
- [BS.IMPLIED_VOL.CALL](https://deepcalc.com/docs/functions/bs-implied-vol-call.md): implied volatility from call option price
- [BS.IMPLIED_VOL.PUT](https://deepcalc.com/docs/functions/bs-implied-vol-put.md): implied volatility from put option price
- [BS.PUT](https://deepcalc.com/docs/functions/bs-put.md): Black-Scholes put option price
- [BS.PUT.DIVIDEND](https://deepcalc.com/docs/functions/bs-put-dividend.md): Black-Scholes put option with dividend yield
- [DELTA.CALL](https://deepcalc.com/docs/functions/delta-call.md): delta of call option (rate of change with respect to underlying price)
- [DELTA.PUT](https://deepcalc.com/docs/functions/delta-put.md): delta of put option
- [DIGITAL.CALL](https://deepcalc.com/docs/functions/digital-call.md): digital (binary) call option that pays fixed amount
- [OPT.GAMMA](https://deepcalc.com/docs/functions/opt-gamma.md): gamma of option (rate of change of delta)
- [OPT.VEGA](https://deepcalc.com/docs/functions/opt-vega.md): vega of option (sensitivity to volatility)
- [RHO.CALL](https://deepcalc.com/docs/functions/rho-call.md): rho of call option (sensitivity to interest rate)
- [RHO.PUT](https://deepcalc.com/docs/functions/rho-put.md): rho of put option (sensitivity to interest rate)
- [THETA.CALL](https://deepcalc.com/docs/functions/theta-call.md): theta of call option (time decay)
- [THETA.PUT](https://deepcalc.com/docs/functions/theta-put.md): theta of put option (time decay)

## navigate

- [function index](https://deepcalc.com/docs/functions.md)
- [error values](https://deepcalc.com/docs/errors.md) · [concepts](https://deepcalc.com/docs/concepts.md) · [limits](https://deepcalc.com/docs/limits.md)

source: https://deepcalc.com/docs/functions/options-functions