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Option Greeks

pradeepng
pradeepng in Python client
volt = 18;
int_rate = 7;
div_yld = 0;
how to calculate these values to calculate greeks??
  • Sravanthi_bh
    Sravanthi_bh
    You can use formula stated here to caclulate the greek values.
  • pradeepng
    pradeepng
    i can calculate the greeks from that where to get these volt = 18;
    int_rate = 7;
    div_yld = 0;
    values
  • Sravanthi_bh
    Sravanthi_bh
    You may use the WebSockets API to fetch live market data of the option contracts. Check out the similar discussions here
  • pradeepng
    pradeepng
    it doesn't contain volatility, interest rate and dividend yield
  • sujith
    sujith
    @pradeepng,
    Kite Connect doesn't provide greeks data for options instruments.
  • pradeepng
    pradeepng
    without these how can i calculate
  • vivek_agg
    vivek_agg
    I am calculating greeks values but this seems theoretical value as it takes input of Strike price, spot price, IV, rate and dividend yield.
    Based on these values, we calculate theoretical options values too, but they are different then the market values of the options.
    I am looking for greek values based on the actual options values.
    Please suggest, how can I calculate the greek values which takes actual options values into account.
    This site https://tradingblock.com/calculators/option-greeks-calculator calculates option greeks with input of actual option values too.

    Please help.

    Thanks
    Vivek
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