Options Greeks Calculator

Delta estimates how much the option price changes for a $1 move in the stock. A delta of 0.5 means the option gains $0.50 per $1 stock move.

Theta is the daily time decay — how much value the option loses each day as expiration approaches, all else equal.

Vega measures the option's sensitivity to a 1% change in implied volatility. Higher vega means more sensitivity to vol changes.