Black and cholles

A list of javascript function to calculate Call and put, delta, gamma, vega ,Theta and rho

function D1BlackScholes(S,K,r,sigma,q,T,t)
{
 sigma2=sigma*sigma;
 TT=T-t;
 
 r1=ln(S/K)+TT*(r-q+sigma2*0.5);
 
 r2=sigma*Math.sqrt(TT);
 
 return r1/r2;
 //value=1/(sigma*Math.sqrt(T-t))*
}
function D2BlackScholes(S,K,r,sigma,q,T,t)
{
 return (ln(S/K)+(T-t)*(r-q-(sigma*sigma*0.5)))/(sigma*Math.sqrt(T-t));
}
function CallBlackScholes(S,K,r,sigma,q,T,t)
{
 
 return NCDF(D1BlackScholes(S,K,r,sigma,q,T,t),0,1)*S-(NCDF(D2BlackScholes(S,K,r,sigma,q,T,t),0,1)*K*Math.exp(-r*(T-t)));
}

function PutBlackScholes(S,K,r,sigma,q,T,t)
{
 
 return NCDF(-D2BlackScholes(S,K,r,sigma,q,T,t),0,1)*K*Math.exp(-r*(T-t))-NCDF(-D1BlackScholes(S,K,r,sigma,q,T,t),0,1)*S;
}

function CallBlackScholesDelta(S,K,r,sigma,q,T,t)
{
 return NCDF(D1BlackScholes(S,K,r,sigma,q,T,t),0,1);
}
function PutBlackScholesDelta(S,K,r,sigma,q,T,t)
{
 return NCDF(D1BlackScholes(S,K,r,sigma,q,T,t),0,1)-1;
}
function CallBlackScholesGamma(S,K,r,sigma,q,T,t)
{
 return NormalDens(D1BlackScholes(S,K,r,sigma,q,T,t))/(S*sigma*Math.sqrt(T-t));
}
function PutBlackScholesGamma(S,K,r,sigma,q,T,t)
{
 return CallBlackScholesGamma(S,K,r,sigma,q,T,t);
}
function CallBlackScholesVega(S,K,r,sigma,q,T,t)
{
 return NormalDens(D1BlackScholes(S,K,r,sigma,q,T,t))*(S*Math.sqrt(T-t));
}
function PutBlackScholesVega(S,K,r,sigma,q,T,t)
{
 return CallBlackScholesVega(S,K,r,sigma,q,T,t);
}
function CallBlackScholesTheta(S,K,r,sigma,q,T,t)
{
 return (S*NormalDens(D1BlackScholes(S,K,r,sigma,q,T,t))*sigma/(2*Math.sqrt(T-t)))-(r*K*Math.exp(-r*(T-t))*NCDF(D2BlackScholes(S,K,r,sigma,q,T,t),0,1));
}
function PutBlackScholesTheta(S,K,r,sigma,q,T,t)
{
 return (S*NormalDens(D1BlackScholes(S,K,r,sigma,q,T,t))*sigma/(2*Math.sqrt(T-t)))+(r*K*Math.exp(-r*(T-t))*NCDF(-D2BlackScholes(S,K,r,sigma,q,T,t),0,1));
}
function CallBlackScholesRho(S,K,r,sigma,q,T,t)
{
 return K*(T-t)*Math.exp(-r*(T-t))*NCDF(D2BlackScholes(S,K,r,sigma,q,T,t),0,1);
}
function PutBlackScholesRho(S,K,r,sigma,q,T,t)
{
 return -K*(T-t)*Math.exp(-r*(T-t))*NCDF(-D2BlackScholes(S,K,r,sigma,q,T,t),0,1);
}