Greeks Calculator
Black-Scholes-Merton theoretical price and greeks (delta, gamma, theta, vega, rho). Computed live in your browser — same model the QuantaEdge platform uses. No login required.
Theoretical price
$14.83
Delta
0.5371
∂price/∂spot
Gamma
0.01155
∂delta/∂spot
Theta / day
$-0.266
time decay
Vega / 1% IV
$0.683
∂price/∂vol
Rho / 1% rate
$0.253
∂price/∂rate
Moneyness: ATM · Intrinsic: $0.00 · Extrinsic: $14.83