Risk-Free Rate (r): ${outputRiskFreeRate.textContent}

Dividend Yield (q): ${outputDividendYield.textContent}

Option Type: ${outputOptionType.textContent}

Calculated Values

Metric	Value
Theoretical Price	${outputTheoreticalPrice.textContent}
Delta (Δ)	${outputDelta.textContent}
Gamma (Γ)	${outputGamma.textContent}
Theta (Θ)	${outputTheta.textContent}
Vega (ν)	${outputVega.textContent}
Rho (ρ)	${outputRho.textContent}

Note: Greeks are calculated per 1 unit change in underlying for Delta/Gamma/Theta (per day) and per 1% change for Vega/Rho. This tool uses the Black-Scholes model for European options, which may not accurately reflect American options or real-world market complexities.

`; element.innerHTML = pdfContent; html2pdf().from(element).set({ margin: [10, 10, 10, 10], filename: 'Options_Calculator_Report.pdf', image: { type: 'jpeg', quality: 0.98 }, html2canvas: { scale: 2, logging: true, dpi: 192, letterRendering: true }, jsPDF: { unit: 'mm', format: 'a4', orientation: 'portrait' } }).save(); } // Attach event listeners if (calculateButton) { calculateButton.addEventListener('click', calculateOptionsValues); } else { console.error("Calculate button not found."); } if (downloadPdfButton) { downloadPdfButton.addEventListener('click', downloadPDF); } else { console.error("Download PDF button not found."); } });