Where can I find delta, theta, gamma listings

Discussion in 'Options' started by lasner, Apr 15, 2008.

  1. lasner


    Anyone know where I can find free delta, theta, gamma listings.
  2. What about greeks for options on futures? The OIC link is for stocks and indicies. Greeks for options on futures generally use the Black model while stocks use the Black and Scholes.
  3. Futuresource has them, can't vouch for the accuracy of them though.
  4. If you are already trading and have a broker they should provide them. If you don't have a broker, create an account at Think or Swim and download their software and use the paperMoney account to practice and get these quotes including greeks.

    NOTE: Future options quotes are enabled in the TOS software already but will not be available to trade until I think the end of April is what I heard.
  5. April of what year?
  6. I believe I heard April 25th of THIS year. I might be mistaken...but the quotes are already in.