greeks

# Option Greeks Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson. ## Instructions > **Note:** If `uv` is not installed or `pyproject.toml` is not found, replace `uv run python` with `python` in all commands below. ```bash uv run python scripts/greeks.py --spot SPOT --strike STRIKE --type call|put [--expiry YYYY-MM-DD | --dte DTE] [--price PRICE] [--date YYYY-MM-DD] [--vol VOL] [--rate RATE] ``` ## Arguments - `--spot` - Underlying spot price (required) - `--strike` - Option strike price (required) - `--type` - Option type: call or put (required) - `--expiry` - Expiration date YYYY-MM-DD (use this OR --dte) - `--dte` - Days to expiration (alternative to --expiry) - `--date` - Calculate as of this date instead of today (YYYY-MM-DD) - `--price` - Option market price (for IV calculation) - `--vol` - Override volatility as decimal (e.g., 0.30 for 30%) - `--rate` - Risk-free rate (default: 0.05) ## Output Returns JSON with: - `spot` - Underlying spot price - `strike` - Strike price - `days_to_expiry` - Days until expiration - `iv` - Implied volatility (calculated from market price) - `greeks` - delta, gamma, theta, vega, rho ## Examples ```bash # With expiry date and market price (calculates IV) uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --type call --price 72.64 # With DTE directly uv run python scripts/greeks.py --spot 630 --strike 600 --dte 30 --type call --price 40 # As of a fut...