Option Pricing Engine

Input Parameters

Stock Price (S):

Strike Price (K):

Time to Expiration (T in years):

Risk-Free Interest Rate (r as decimal):

Volatility (σ as decimal):

Dividend Rate (q as decimal):

Exercise Type:

Payoff Type:

Pricing Engine (optional, only used for pricing):

Steps (optional for binomial/fdm/mc):

Paths (optional for mc):

Basis Degree (optional for lsmc):

N/APrice

Delta N/A

Gamma N/A

Theta N/A

Vega N/A

Rho N/A

Use the following code snippets to integrate the Option Pricing API into your application with the current settings.

Price Query:

Greeks Query: