implied volatility calculator

Accex

implied

volatility

calculator

AEX

aex today

call put
expiration
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delta The delta measures sensitivity to price. The delta of an instrument is the mathematical derivative of the value function with respect to the underlying price.

The delta measures sensitivity to price. The delta of an instrument is the mathematical derivative of the value function with respect to the underlying price.

theta

The theta measures sensitivity to the passage of time.

vega

The vega, which is not a Greek letter (?, nu is used instead), measures sensitivity to volatility. The vega is the derivative of the option value with respect to the volatility of the underlying.

gamma

The gamma measures second order sensitivity to price. The Gamma is the second derivative of the value function with respect to the underlying price.

delta vs theta

Price matrix 340 Call option at % volatility