greeks

Calculations of option greeks - delta, gamma, theta, vega, rho

v1.0.0 URL: https://unpkg.com/greeks@1.0.0/greeks.js

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option greeks delta gamma theta vega rho

black-scholes-model

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

v1.0.10 URL: https://unpkg.com/black-scholes-model@1.0.10/lib/index.js

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options black-scholes trading implied-volatility greeks delta vega gamma rho theta option-pricing