Option Greeks Calculator

Option Type

Spot Price (S)

Strike Price (K)

Days to Expiry

Implied Volatility (%)

Risk-Free Rate (%) annual

Dividend Yield (%) optional

Output convention: Theta is shown per day, Vega per 1% IV change, Rho per 1% rate change. (European Black-Scholes approximation.)

Option Price (BS)

—

Moneyness (S / K)

—

Delta

—

Gamma

—

Theta (per day)

—

Vega (per 1% IV)

—

Rho (per 1% rate)

—

d1 / d2

—

Delta vs Spot (±20%)

Delta

Current Spot

Strike

*Delta curve is a simple Black-Scholes estimate; real markets have IV skew/smile and microstructure effects.