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Open free account and also free API.
I will support you with algo development if you open with this link. Share your client code once account is open.
Option Greeks Simplified
1. Delta- How much a option moves wrt to its underlying.Example, Nifty moves 100 points, 11000 CE moves 50 points, i.e. Delta is 0.5.
2. Theta- 'Time is money',literally! As time runs out on expiry most options expire worthless, time decay is theta.
3. Vega- Option prices are affected due to volatility.
High vol=high premium and vice versa.
4. Gamma- The rate of change of delta. Example, 11000CE is at 50, Delta being 0.5, nifty moves 10 points, call becomes 55.
delta changes from 0.5 to 0.55, gamma of that option is 0.05.
1. Delta- How much a option moves wrt to its underlying.Example, Nifty moves 100 points, 11000 CE moves 50 points, i.e. Delta is 0.5.
2. Theta- 'Time is money',literally! As time runs out on expiry most options expire worthless, time decay is theta.
3. Vega- Option prices are affected due to volatility.
High vol=high premium and vice versa.
4. Gamma- The rate of change of delta. Example, 11000CE is at 50, Delta being 0.5, nifty moves 10 points, call becomes 55.
delta changes from 0.5 to 0.55, gamma of that option is 0.05.
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Should I share video or code for option greeks like Delta Theta etc calculation?
Anonymous Poll
89%
Yes it will be helpful
11%
Not needed plenty of such examples available