Options Greeks Visualizer
Move the sliders — watch every Greek update live.
Parameters
At the money
d₁ = 0.175 · d₂ = 0.075
Call
0.5977
Put
-0.4023
$ change in option per $1 move in stock. Call: 0→1, Put: −1→0.
Call
0.03929
Put
0.03929
Rate of change of Delta per $1 move. Largest ATM, near expiry.
Call
$0.1964
Put
$0.1964
$ change per +1% in implied vol. Always positive for long options.
Call
$-0.02886
Put
$-0.01533
$ change per 1 calendar day (time decay). Negative for long options.
Call
$0.1339
Put
$-0.1130
$ change per +1% in interest rate. Usually small; matters for long-dated options.
Key Identities
Δ_call − Δ_put = 1 (PCP)
Γ_call = Γ_put (same strike)
ν_call = ν_put (same strike)
C − P = S − K·e⁻ʳᵀ
Θ ≈ −½·Γ·(σS)² (Γ/Θ tradeoff)
Call Price vs Stock Price
How much does the call cost at each stock price?
$50–$130
Delta vs Stock Price
How does delta change as stock moves? (ATM = 0.5)
$50–$130
Call Price vs Volatility
Higher vol → higher call (always).
5%–80% vol
Gamma vs Stock Price
Gamma peaks ATM — largest delta change there.
$50–$130
Vega vs Volatility
Vega is largest for ATM, long-dated options.
5%–80% vol
Call Price vs Time to Expiry
Options lose value as expiry approaches (theta).
0.01–1yr
ATM Quick Estimate (Memorize This)
ATM Formula
C ≈ 0.4·S·σ·√T
Your values
$4.00
BS exact
$6.22
Daily move
1.25%
σ/16 rule