What is Option Greeks Calculator?

 What is Option Greeks

What is Option Greeks Calculator

Call Delta (C Δ) 

 option greeks delta is the total quantum call option price is anticipated to move grounded on an INR 1 change in the beginning security. Delta of a call option has a range between zero and one 

Implied volatility

 Unexpressed Volatility represents the anticipated volatility of a stock over the life of the option. Option decorations reply to the change in volatility prospects. 

 

 Put Delta (P Δ) 

The total quantum put option price is anticipated to move grounded on an INR 1 change in the beginning security. Delta of a put option has a range between zero and negative bone. 

 

 Vega 

 Vega measures the rate of change in an option’s price per 1 change in the inferred volatility of the underpinning stock. 


 Theta 

 Theta measures the change in the price of an option for a one- day drop in its time to expiration. 

Gamma 

 option greeks gamma is  measures the rate of change in the option delta with respect to changes in the beginning price. 


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