Need Help With Greeks Computation

Discussion in 'Options' started by slapshot, Jan 26, 2006.

  1. I don't know, but I do know the daily Theta isn't 0.0002 and offered a possible explanation as to why.

    I (and others) can't get any of the greek values you quoted to match - so something isn't right somewhere.

    Double check valuation date, expiry date, interest rates, Spot, Put price.
     
    #21     Jan 28, 2006