From 5dbe9f58b0bf082acf56f95e80cf8602cd550e7f Mon Sep 17 00:00:00 2001
From: northern-64bit <75195383+northern-64bit@users.noreply.github.com>
Date: Sun, 4 Dec 2022 22:43:10 +0100
Subject: Fixing the greeks command (#3690)

---
 openbb_terminal/stocks/options/op_helpers.py     | 35 ++++++++++--------------
 openbb_terminal/stocks/options/yfinance_model.py |  2 +-
 2 files changed, 15 insertions(+), 22 deletions(-)

diff --git a/openbb_terminal/stocks/options/op_helpers.py b/openbb_terminal/stocks/options/op_helpers.py
index 647bfced2c5..797526d2fb0 100644
--- a/openbb_terminal/stocks/options/op_helpers.py
+++ b/openbb_terminal/stocks/options/op_helpers.py
@@ -282,19 +282,14 @@ class Option:
 
     def Vega(self):
         """Vega for 1% change in vol"""
-        return (
-            0.01
-            * self.price
-            * np.exp(-self.div_cont * self.exp_time)
-            * norm.pdf(self.d1)
-            * self.exp_time**0.5
-        )
+        dfq = np.exp(-self.div_cont * self.exp_time)
+        return 0.01 * self.price * dfq * norm.pdf(self.d1) * self.exp_time**0.5
 
-    def Theta(self):
-        """Theta for 1 day change"""
+    def Theta(self, time_factor=1.0 / 365.0):
+        """Theta, by default for 1 calendar day change"""
         df = np.exp(-self.risk_free * self.exp_time)
         dfq = np.exp(-self.div_cont * self.exp_time)
-        tmptheta = (1.0 / 365.0) * (
+        tmptheta = time_factor * (
             -0.5
             * self.price
             * dfq
@@ -310,7 +305,7 @@ class Option:
         return tmptheta
 
     def Rho(self):
-        df = e ** -(self.risk_free * self.exp_time)
+        df = np.exp(-self.risk_free * self.exp_time)
         return (
             self.Type
             * self.strike
@@ -321,30 +316,28 @@ class Option:
         )
 
     def Phi(self):
+        dfq = np.exp(-self.div_cont * self.exp_time)
         return (
             0.01
             * -self.Type
             * self.exp_time
             * self.price
-            * e ** (-self.div_cont * self.exp_time)
+            * dfq
             * norm.cdf(self.Type * self.d1)
         )
 
     # 2nd order greeks
 
     def Gamma(self):
-        return (
-            e ** (-self.div_cont * self.exp_time)
-            * norm.pdf(self.d1)
-            / (self.price * self.sigmaT)
-        )
+        dfq = np.exp(-self.div_cont * self.exp_time)
+        return dfq * norm.pdf(self.d1) / (self.price * self.sigmaT)
 
-    def Charm(self):
-        """Calculates Charm for one day change"""
-        dfq = e ** (-self.div_cont * self.exp_time)
+    def Charm(self, time_factor=1.0 / 365.0):
+        """Calculates Charm, by default for 1 calendar day change"""
+        dfq = np.exp(-self.div_cont * self.exp_time)
         cdf = norm.cdf(self.Type * self.d1)
         return (
-            (1.0 / 365.0)
+            time_factor
             * -dfq
             * (
                 norm.pdf(self.d1)
diff --git a/openbb_terminal/stocks/options/yfinance_model.py b/openbb_terminal/stocks/options/yfinance_model.py
index ee24191290f..769d83e38d5 100644
--- a/openbb_terminal/stocks/options/yfinance_model.py
+++ b/openbb_terminal/stocks/options/yfinance_model.py
@@ -539,7 +539,7 @@ def get_greeks(
 
     risk_free = rf if rf is not None else get_rf()
     expire_dt = datetime.strptime(expire, "%Y-%m-%d")
-    dif = (expire_dt - datetime.now()).seconds / (60 * 60 * 24)
+    dif = (expire_dt - datetime.now()).total_seconds() / (60 * 60 * 24)
 
     strikes = []
     for _, row in chain.iterrows():
-- 
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