OPT_BS_RHO

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_RHO uses the Black-Scholes model to calculate the 'rho' of a European option struck at strike on an asset with spot price spot. The rho of an option is the rate of change of its price with respect to the risk free interest rate.

Rho is expressed as the rate of change of the option value, per 100% change in rate.

OPT_BS, OPT_BS_DELTA, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA.