# Online options greek calculator

Mathematically, volatility is the annualized standard deviation of a stock's daily price changes. Theta is a measure of the rate of change in an option's theoretical online options greek calculator for a one-unit change in time to the option's expiration date. Interest Rate Dividend Yield Theta: Home Resources Online Calculators.

Rho is a measure of the expected change in an option's theoretical value for a 1 percent change in interest rates. Call deltas are positive; put deltas are negative, reflecting the fact that the put option price and online options greek calculator underlying price are inversely related. Theoretical value The estimated value of an option derived from a mathematical model.

If the Vega is high then option will rapidly gain or online options greek calculator value. Theoretical value The estimated value of an option derived from a online options greek calculator model. Vega is a measure of the rate of change in an option's theoretical value for a one-unit change in the volatility assumption Implied Volatility or IV. VolatilityCalc will easily import and calculate the historical volatility of any time series while also performing other statistical calculations of the data such as skewness, kurtosis and auto-correlation tests.

Lattice ESO provides the fair value of an employee stock option using an exercise multiple factor. VolatilityCalc will easily import and calculate the historical volatility of any time series while also performing other statistical calculations of the data such as skewness, kurtosis and auto-correlation online options greek calculator. Call deltas are positive; put deltas are negative, reflecting the fact that the put option price and the underlying price are inversely related. Learn more about our FinTools XL product that offers an extensive library of functions for financial professionals.

If the Vega is high then option will rapidly gain or lose value. FinCalc ProbabilityCalc provides the probabilities to hit lower and higher targets at the end date and at different monitoring basis using Stratonovich or Ito assumption. Rho is a measure of the expected change in online options greek calculator option's theoretical value for a 1 percent change in interest rates.