How to Find Delta, Gamma, Theta, Vega

Discussion in 'Options' started by pjmalcolm1, Jul 18, 2007.

  1. Before Someone buys an option, how do you find the Delta, Gamma, Theta, Vega of that stock?
     
  2. Well the Greeks you are referring to are of the option itself not the stock.

    If you are using an options broker, they should have all that info for you for free. If your broker does not offer that and you wish to trade options then switch brokers.

    If you are just curious for informational purposes then I believe you can find it at www.cme.com under the quotes perhaps or using the option calculator there or ar the Options Industry Council website.
     
  3. check ivolatility.com