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CALCULATOR
Greeks Calculator
Black-Scholes model se Delta, Theta, Vega, Gamma — instantly calculate karo.
Input Parameters
100100000
100100000
1365
1200
Risk-free rate: 7% (India 10Y Govt Bond)
Call Premium
₹173.71
CE
Put Premium
₹193.93
PE
The Greeks
Delta
Price change per ₹1 move in underlying
CE: 0.4866
PE: -0.5134
Gamma
Delta change per ₹1 move in underlying
CE: 0.000867
PE: 0.000867
Theta
Time decay per day (₹)
CE: -15.1379
PE: -10.8861
Vega
Price change per 1% IV change (₹)
CE: 12.2304
PE: 12.2304
Moneyness
OTM (Call) / ITM (Put)
Intrinsic Value CE: ₹0.00|Intrinsic Value PE: ₹50.00
For educational use only. Not financial advice.