OPT_EXEC(call_put_flag,spot,strike,time,rate,volatility,cost_of_carry,lambda)
OPT_EXEC models the theoretical price of executive stock options call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
One would expect this to always be a call option.
spot is the spot price of the underlying asset.
strike is the strike price at which the option is struck.
time is the number of days to maturity of the option.
rate is the annualized risk-free rate of interest.
volatility is the annualized volatility in price of the underlying asset.
cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
lambda is the jump rate for executives. The model assumes executives forfeit their options if they leave the company.
OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA.