OPT_BS

call_put_flag: 'c' for a call and 'p' for a put

spot: spot price

strike: strike price

time: time to maturity in years

rate: risk-free interest rate to the exercise date in percent

volatility: annualized volatility of the asset in percent for the period through to the exercise date

cost_of_carry: net cost of holding the underlying asset (for common stocks, the risk free rate less the dividend yield), defaults to 0

OPT_BS uses the Black-Scholes model to calculate the price of a European option struck at strike on an asset with spot price spot.

The returned value will be expressed in the same units as strike and spot.

OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA.