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Black Scholes Option Price/Greeks/Implied Volatility Calculator
An options trader can make more informed decisions about which options to trade, and when to trade them.
Consider some of the things Greeks may help you do.
- Delta: The first Greek is Delta, which measures how much an Option’s price is expected to change per 1 point change in the price of the underlying security or index.
- Gamma: Gamma measures the rate of change in an option’s Delta per 1 point change in the price of the underlying stock.
- Rho: Rho measures the expected change in an option’s price per 1% change in interest rates. It tells you how much the price of an option should rise or fall if the interest rate increases or decreases
- Theta: Theta measures the change in the price of an option for a one-day decrease in its time to expiration. Theta tells you how much the price of an option should decrease as the option nears expiration.
- Vega: Vega measures the rate of change in an option’s price per 1% change in the implied volatility of the underlying stock.
Implied volatility: The implied volatility of an option is the theoretical volatility based on the option’s quoted price. The implied volatility of a stock is an estimate of how its price may change going forward. In other words, implied volatility is the estimated volatility of a stock that is implied by the prices of the options on that stock
Symmetrical triangle pattern Crossover in SUNPHARMA(Daily Chart).
Can be: 434, 480 & 526.
Looks weak below: 397.
Used Retracement to draw level.
Symmetrical triangle pattern in BANKBARODA (Daily Chart)
Looks good above: 130
Can be: 137, 142 & 148
Looks weak below: 123
Can be: 117, 112 & 107
Used Retracement to draw level.
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