Options Greeks Calculator
Real market Greeks with End-of-Day data
Select Options Chain
Note: Greeks data is based on previous day's close. Includes Delta, Gamma, Theta, Vega, and Rho.
Understanding Option Greeks
Delta (Δ)
Measures directional exposure. Ranges from 0 to 1 for calls, 0 to -1 for puts. Represents the change in option price for a $1 move in the underlying.
Gamma (Γ)
Measures the rate of change of Delta. Highest at-the-money, approaches zero deep ITM/OTM. Important for delta hedging.
Vega (ν)
Measures sensitivity to volatility changes. Represents the change in option price for a 1% change in implied volatility. Highest at-the-money.
Theta (Θ)
Measures time decay. Represents the change in option value per day. Always negative for long positions (options lose value over time).
Note: Greeks are calculated using Black-Scholes model. Actual market Greeks may differ due to volatility skew, early exercise, and other factors.