Function to plot of option greeks for a European Call/Put as a function of stock price and time.
stockTimeGreeks()Plot of option greeks for a European Call/Put as a function of stock price and time.
The user inputs are as follows: Type of Option: chosen between Call/Put Greek: chosen amongst Delta, Gamma, Vega, Theta, Rho Sigma (Volatility) per annum Risk free rate per annum: Clicking "+ / -" increases/decreases the value of the above two inputs.
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.