## Comment on Greek Interactions

hi karthik, following is the calculation of Infosys CE1160 september 2015. : life of option – 2 days (calculated today)

interest rate @ 7 %

security price @ 1128

strike @ 1160

volatility @35.95

option price @2.413 ( as per calculator)

[email protected] 0.1548

gamma @0.0079

theta @ -1.7231

vega @ 0.2002

with this information, if underlying moves by x, we know the movement of premium thanks to delta and gamma. what else can we infer? apart from the fact that the option will lose value due to theta and the impact of volatility on the premium due to vega. do comment. thanks.