[R-SIG-Finance] Option greeks

[Bogaso]

Thanks for this mail. I was not aware of that package, obviously it is
terribly good. However I found significant differences while comparing the
numbers with online option calculators available over net. For example

> GBSGreeks(Selection = "theta", TypeFlag = "c", S = 105, X = 100, Time =
> 1/2, r = 0.10, b = 0, sigma = 0.36)
[1] -8.396841

However this site
http://www.intrepid.com/robertl/option-pricer1/option-pricer.cgi gives
completely different figure as "-0.0965 "

am I missing something?

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