Financial Toolbox

Pricing and Analyzing Derivatives

Option Valuation and Sensitivity

binprice	Binomial put and call pricing.
blkimpv	Black's implied volatility
blkprice	Black's option pricing.
blsdelta	Black-Scholes sensitivity to underlying price change.
blsgamma	Black-Scholes sensitivity to underlying delta change.
blsimpv	Black-Scholes implied volatility.
blslambda	Black-Scholes elasticity.
blsprice	Black-Scholes put and call pricing.
blsrho	Black-Scholes sensitivity to interest rate change.
blstheta	Black-Scholes sensitivity to time-until-maturity change.
blsvega	Black-Scholes sensitivity to underlying price volatility.
opprofit	Option profit.