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To calculate options pricing and measure its sensitivity based on various parameters like volatility, underlying price

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Anand123Shashank/Option-Greek-Analysis

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Option-Greek-Analysis

These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Theta,Vega,Gamma,Rho,Episilon,Veta,Vomma,Vanna,Speed,Zomma,Color,Ultima,Dual Delta, Dual Gamma

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To calculate options pricing and measure its sensitivity based on various parameters like volatility, underlying price

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