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Option Position Greeks Calculator

Underlying Price  
Volatility %
Delta
Gamma
Theta
Vega
Theta/Delta 1.22
Vega/Theta 4.42
Estimated Greeks (1 Day + 1 Sigma)

One Day, One Sigma = 12.81

  Down Up
Price 2037.19 2062.81
Delta 38.52 24.42
Theta/Delta 1.00 1.57

Instructions

This tool is to help you monitor your option position Greeks. Enter the underlying price, the current volatility and your position Greeks into the calculator. There are several colors to alert you if your Greeks may be getting too imbalanced:

Green     This Greek should be fine
Light yellow     This Greek may be need attention soon but should be ok at the moment
Dark yellow     This Greek could cause problems soon. Look at your risk chart and decide if you need to make any adjustments
Orange     This Greek could cause problems. Look at your risk chart and decide if you need to make any adjustments

WARNING: This tool is for information purposes only. You have to make your own trading decisions if your position needs an adjustment or not. Do not rely solely on this tool for your trading decisions.

 

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