Adding Greeks;

[ashish1497]

Objective:
Writing greek functions to help us in getting more clarity in any investment decision.

Problem:
Greeks formulas are based on linear differences which do not really hold true in Indian markets (source: observation, we can research whenever bored). So the only method which remains is doing a sensitivity analysis on individual options and give out a range rather than the actual value.

Solutions, inclined towards:
Do both of the functions. (will increase package size).