Parameters
Call Option Price
$
Put Option Price
$
Option Greeks
| Greek | Call | Put | Description |
|---|---|---|---|
| Delta | Sensitivity to price change | ||
| Gamma | Sensitivity to Delta change | ||
| Theta | Time decay (per day) | ||
| Vega | Sensitivity to volatility (1%) | ||
| Rho | Sensitivity to interest rate (1%) | ||