# genpark-black-scholes-merton-greeks-engine-skill

> genpark-black-scholes-merton-greeks-engine-skill — alpha-park-genpark-black-scholes-merton-greeks-engine-skill. Use this tool when you need to calculate European option prices and Greeks, such as Delta, Gamma, Vega, Theta, and Rho, to analyze and manage financial risks. It takes inputs like stock price, strike price, and time to expiration, and outputs precise option values and sensitivities. Ideal for financial modeling, options trading, and risk management applications.

Canonical page: https://skillsregistry.net/skills/alpha-park-genpark-black-scholes-merton-greeks-engine-skill  
JSON: https://api.skillsregistry.net/v1/skills/alpha-park-genpark-black-scholes-merton-greeks-engine-skill

## Description

Black-Scholes-Merton European option analytical pricing and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho) engine.

## Trust

- **Trust score (0–1):** 0.50
- **Verification tier:** unverified

## Facts

- **Version:** 1.0.0
- **Skill type:** atomic
- **Execution layer:** container
- **Runtime environment:** vm
- **License:** MIT
- **Updated:** 2026-09-28

## Source

- **Source listing:** [GitHub](https://github.com/Alpha-Park/genpark-black-scholes-merton-greeks-engine-skill)

## Use it

Resolve this record through the SkillsRegistry MCP server (no auth, read-only):

```
claude mcp add --transport http --scope user skillsregistry https://api.skillsregistry.net/mcp
```

```json
{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "tools/call",
  "params": {
    "name": "get_skill",
    "arguments": {
      "slug": "alpha-park-genpark-black-scholes-merton-greeks-engine-skill"
    }
  }
}
```

REST: `GET https://api.skillsregistry.net/v1/skills/alpha-park-genpark-black-scholes-merton-greeks-engine-skill` · pull for local use: `GET https://api.skillsregistry.net/v1/skills/alpha-park-genpark-black-scholes-merton-greeks-engine-skill/pull`

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