Sprenkle 1964 Option Pricing Model w/ Num. Greeks is an adaptation of the Sprenkle 1964 Option Pricing Model in Pine Script. The following information is an except from Espen Gaarder Haug's book "Option Pricing Formulas".
The Sprenkle Model
Sprenkle (1964) assumed the stock price was log-normally distributed and thus that the asset price followed a geometric...
![WMT: Sprenkle 1964 Option Pricing Model w/ Num. Greeks [Loxx]](https://s3.tradingview.com/3/3ERjyUcZ_mid.png "Sprenkle 1964 Option Pricing Model w/ Num. Greeks [Loxx]")
