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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.
- The annual volatility of the underlying
- Expiration Date
- The date the option expires
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