chains = {
return EXPIRATIONS.map(e => {
return strikes.map(s => {
const time = e/365
const volatility = Volatility / 100
const callArgs = [Spot, s, time, volatility, RFR, 'call']
const putArgs = [Spot, s, time, volatility, RFR, 'put']
const callPrice = blackScholes.blackScholes(...callArgs)
const callDelta = greeks.getDelta(...callArgs)
const put = blackScholes.blackScholes(...putArgs)
const putDelta = greeks.getDelta(...putArgs)
return { callPrice, callDelta, put, putDelta, strike: s, expiration: e }
})
})
}