Options Greeks Calculator
Calculate Delta, Gamma, Theta, Vega and understand how price, time, and volatility affect your options positions.
Options Parameters
Enter option details to calculate Greeks
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Greeks Analysis
Option sensitivity metrics
Enter option parameters to calculate Greeks
Understanding Options Greeks
Delta (Δ)
Measures how much the option price changes for a $1 move in the underlying stock. Range: 0 to 1 for calls, 0 to -1 for puts.
Gamma (Γ)
Measures how much Delta changes for a $1 move in the underlying. Higher Gamma means Delta changes more rapidly.
Theta (Θ)
Measures time decay - how much the option loses value each day. Always negative for long positions.
Vega (ν)
Measures sensitivity to volatility changes. Higher Vega means more sensitive to volatility.