Calculates the theoretical partials, or greeks for a put option.

Namespace:  RightEdge.Common
Assembly:  Common (in Common.dll) Version: 2010.1.0.0 (2010.1.0.0)

Syntax

C#
public OptionPartials GetAmericanPutPartials(
	double assetPrice,
	double strikePrice,
	int expirationMonth,
	int expirationYear
)
Visual Basic (Declaration)
Public Function GetAmericanPutPartials ( _
	assetPrice As Double, _
	strikePrice As Double, _
	expirationMonth As Integer, _
	expirationYear As Integer _
) As OptionPartials
Visual C++
public:
OptionPartials GetAmericanPutPartials(
	double assetPrice, 
	double strikePrice, 
	int expirationMonth, 
	int expirationYear
)

Parameters

assetPrice
Type: System..::.Double
current price of the underlying asset.
strikePrice
Type: System..::.Double
strike price of the option.
expirationMonth
Type: System..::.Int32
expiration month of the option.
expirationYear
Type: System..::.Int32
expiration year of the option.

Return Value

On success returns an OptionPartials structure with partials calculated

Remarks

Partials or "greeks" measure sensitivities of an option's value to certain variables and are mostly used for hedging purposes

Examples

Get a put option's delta value(C#)
CopyC#
// Retrieve the current historical volatility based on an already created instance of the historical volatility indicator.
ISeries hvSeries = Indicators["HV"][symbol];
double hvValue = hvSeries[hvSeries.Count - 1];

// Create an OptionCalculator instance with the historical volatility value
OptionCalculator optionCalc = new OptionCalculator(hvValue);

Get the partials for the 38.00 strike price option expiring in December of 2006
OptionPartials partials = optionCalc.GetAmericanPutPartials(bar.Close, 38.00, 12, 2006);
// Display the delta value in a message box.
MessageBox.Show(partials.Delta.ToString());

See Also