BlackScholesGreeks
StockSharp.Algo.Derivatives
Black-Scholes "greeks".
Felder
Delta : BlackScholesGreeks
Delta.
Gamma : BlackScholesGreeks
Gamma.
IV : BlackScholesGreeks
Implied Volatility.
Premium : BlackScholesGreeks
Premium.
Rho : BlackScholesGreeks
Rho.
Theta : BlackScholesGreeks
Theta.
Vega : BlackScholesGreeks
Vega.