Comment on Theta

SONJOE JOSEPH commented on 29 Apr 2016, 03:22 AM

Dear Sir,

Using the black scholes model what’s the formula for calculating the Delta, Gamma, Theta, Vega and Rho. Even at zerodha site there is a Black scholes calculater were i have found the values of Delta, Gamma, Theta, Vega & Rho. How have u arrived at this values. Just need the formula to calculate it in excel.

Sonjoe Joseph

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