Options Functions
This document provides a reference for all built-in options functions available in OpenDataDSL.
blackScholesCall(F, K, sigma, T)
Category: Options
Description: Calculate the (undiscounted) Black option price for a call option
Parameters:
F(Double) - The underlying futures priceK(Double) - The strike pricesigma(Double) - The annualized standard deviation, or volatilityT(Double) - The time-to-expiration in years
Returns: Double
blackScholesPut(F, K, sigma, T)
Category: Options
Description: Calculate the (undiscounted) Black option price for a put option
Parameters:
F(Double) - The underlying futures priceK(Double) - The strike pricesigma(Double) - The annualized standard deviation, or volatilityT(Double) - The time-to-expiration in years
Returns: Double