Black-Scholes-SQL

Black Scholes Formulas written in MySQL. These .sql are extracted from my private option trading project.

Option price:

CallPrice (_S0 double, _q double, _t double, _X double, _r double, _s double) 

PutPrice (_S0 double, _q double, _t double, _X double, _r double, _s double) 

ImpliedVolatility(_CallPut int, _S0 double, _q double, _t double, _X double, _r double, _P double)

Greeks:

Delta(_CallPut int, _S0 double, _q double, _t double, _X double, _r double, _s double) 

Gamma(_S0 double, _q double, _t double, _X double, _r double, _s double) 

Theta(_CallPut int, _S0 double, _q double, _t double, _X double, _r double, _s double) 

Vega(_S0 double, _q double, _t double, _X double, _r double, _s double) 

Rho(_CallPut int, _S0 double, _q double, _t double, _X double, _r double, _s double) 

Advanced Greeks:

Volga(_S0 double, _q double, _t double, _X double, _r double, _s double) 

Colour(_S0 double, _q double, _t double, _X double, _r double, _s double) 

Charm(_CallPut int, _S0 double, _q double, _t double, _X double, _r double, _s double) 

Speed(_S0 double, _q double, _t double, _X double, _r double, _s double) 

Parameters:

_S0 : Stock price    
_q  : Dividend yield (% p.a.)
_t  : Time to maturity (% of year)
_X  : Strike Price
_r  : Risk-free interest rate (% p.a.)
_s  : Sigma
_P  : Option price