# Crate greeks [−] [src]

## Functions

call_at_expiry |
Calculates the value of a call option at Expiry |

d1 | |

d2 | |

d2_d1 | |

delta_call |
Calculates the delta of a call option. |

delta_put |
Calculates the delta of a put options |

euro_call |
Evaluates the price of a European call option on an underlying which does not pay dividends before expiry of the option using the Black-Scholes model |

euro_put |
Evaluate the price of a European put option on an underlying which does not pay dividents before expiry of the option using the Black-Scholes model |

gamma |
Calculates the Gamma for an option |

gamma_d1 | |

lambda_call |
Calculates the lambda of a call option, also known as Omega |

lambda_put |
Calculates the lambda of a put option, also known as Omega |

one_over_sqrt_pi | |

put_at_expiry |
Calculates the value of a put option at Expiry |

rho_call |
Calculates the Rho of a call option |

rho_put |
Calculates the Rho of a put option |

theta_call |
Calculates the Theta of a call option |

theta_put |
Calculates the Theta of a put option |

vega |
Calculates the Vega of a given option |

vega_d1 |