Option Chain with Greeks Different columns for customization Time value, OI % change, BuildUp Greeks data delta theta vega, gamma Strike Selection and many more ... Know more about option chainarrow_forward Premium Decay Premium Decay Analysis ...
i.e., the delta, gamma, theta, vega, and rho of an option. Along with the calculation of the option Greeks, the option calculator can also be used to calculate the theoretical price of an option (also called fair value of