Option Greeks Live Prediction

Black-Scholes

All 5 Greeks with formulas, step-by-step derivation, and live sensitivity predictions

Live Inputs

Δ

Delta

0.4886

CE

Γ

Gamma

0.000730

CE

Θ

Theta

-15.7265

CE

ν

Vega

14.6724

CE

ρ

Rho

2.5952

CE

Δ Call = N(d₁) | Δ Put = N(d₁) − 1

Rate of change of option price per ₹1 move in underlying. Call Δ ∈ [0,1], Put Δ ∈ [−1,0].

Step-by-Step Calculation

1.d₁ = -0.0202
2.N(d₁) = N(-0.0202) = 0.4886
3.Δ Call = 0.4886 → ₹1 spot move ≈ ₹0.49 premium change
4.Δ Put = -0.5114 → ₹1 spot move ≈ ₹-0.51 premium change

Live Prediction: ₹1 spot move → premium +0.49

SpotΔ SpotCall PricePut PriceDelta (Δ)Gamma (Γ)Theta (Θ)/dayVega (ν)/1%
24647.5-200₹199.74₹416.790.29170.000683-13.777013.5028
24697.5-150₹224.27₹391.330.33790.000703-14.405913.9631
24747.5-100₹249.25₹366.310.38670.000718-14.947214.3164
24797.5-50₹274.47₹341.520.43720.000727-15.390214.5546
24847.5Current₹299.77₹316.820.48860.000730-15.726514.6724
24897.5+50₹325.08₹292.130.54010.000727-15.950414.6677
24947.5+100₹350.41₹267.470.59090.000718-16.058814.5413
24997.5+150₹375.87₹242.920.64000.000703-16.051714.2970
25047.5+200₹401.62₹218.670.68690.000683-15.931913.9415

* Highlighted row = current spot. All Greeks recalculated at each spot level using Black-Scholes.

Greeks Summary — All Values

GreekSymbolFormulaCall ValuePut ValueInterpretation
DeltaΔN(d₁) / N(d₁)−10.4886-0.5114₹1 spot → ₹0.49 call / ₹-0.51 put
GammaΓφ(d₁)/(S·σ·√T)0.0007300.000730Δ changes by 0.000730 per ₹1
ThetaΘ[−S·φ·σ/(2√T)−rKe^(−rT)N(d₂)]/365-15.7265-11.2985₹15.73/day call decay
VegaνS·φ(d₁)·√T/10014.672414.6724₹14.67 per 1% IV change
RhoρK·T·e^(−rT)·N(d₂)/1002.5952-2.8545₹2.5952 per 1% rate change