Name | Type | Description |
---|---|---|
marketPrice | BigDecimal | The market price of the options contract |
underlyingPrice | BigDecimal | The market price of the underlying asset |
strikePrice | BigDecimal | The strike price of the options contract |
daysToExpiration | BigDecimal | The number of days to expiration |
riskFreeInterestRate | BigDecimal | The current risk-free interest rate, as measured by the 3-month Treasury Bill rate |
dividendYield | BigDecimal | The dividend yield of the underlying asset (if applicable) |