Tool · Black-Scholes
Free Options Greeks Calculator
Compute Delta, Gamma, Theta, Vega, and Rho for Indian index/stock options. Powered by the Black-Scholes model — used by every options market-maker on earth.
Theoretical price
₹205
Delta
0.529
₹1 in spot → ₹0.53 in option
Gamma
0.00084
Δ in delta per ₹1 move
Theta / day
-₹16
Time decay if market is flat
Vega / 1% IV
₹13
If VIX rises 1%, option ±this much
Rho / 1% rate
₹2
Interest-rate sensitivity
Stock-equivalent exposure
This 24500 CE behaves like holding 53% of one futures contract.
Theta decay as expiry approaches
Theta accelerates dramatically in the last week — this is why option buyers lose money even when right on direction.
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