Option Greeks formulae/ equations

[Mohammed_Juneduddin_Ghulam_Mohiuddin_vfAZ (Mohammed Juneduddin Ghulam Mohiuddin)]

Dear all,

I know the concept and calculations of the option premium and also I know the intuitive understanding of the option greeks,  but i am not able to find the equations/formulae for the calculations of individual option greeks (delta, theta, gamma, vega, etc). Could anyone guide me in this regard?

[Kevin_Patrao_80YPL (Kevin Patrao)]

Hi Mohammed,

You can refer to the following link to learn more about calculations of individual option greeks:

• Delta
• Gamma
• Vega
• Theta
• Rho

I hope this was helpful.