Comment on Application of Option Greeks

Somesh Gupta commented on 21 Aug 2014, 07:38 PM

Sir, At present we use approx value of option Greek that result some time we find accurate option premium and some time we find +/- 5 point. for ITM Call / Put we use approx + / – 0.50 to 1.So that questioningly we want to know when we use option calculator we find accurate Delta,Vega n theta then how much accurate option premium we calculate.

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