Price | |

Delta | |

Gamma | |

Theta | |

Vega | |

Rho |

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**Spot Price**- The current price of the underlying.
**Strike Price**- The price at which the option can be exercised.
**Interest Rate**- The current risk free interest rate with the same term as the option's remaining time to expiration. It should be expressed as a continuous per anum rate.
**Dividend Yield**- The current dividend yield of the underlying. It may be zero. Should be expressed in same terms as the interest rate.
**Volatility**- The annual volatility of the underlying
**Expiration Date**- The date the option expires

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