Name | Type | Description |
---|---|---|
market_price | float | The market price of the options contract |
underlying_price | float | The market price of the underlying asset |
strike_price | float | The strike price of the options contract |
days_to_expiration | float | The number of days to expiration |
risk_free_interest_rate | float | The current risk-free interest rate, as measured by the 3-month Treasury Bill rate |
dividend_yield | float | The dividend yield of the underlying asset (if applicable) |