Option Greeks, denoted by certain Greek alphabets, are the parameters which determine how Option price varies with the change in external factors like Time, Volatility and underlying Stock Price.
Below are the simple steps to use Nifty Option Greeks Calculator excel sheet. There is very little manual intervention required for this. Download the Excel file from the end of this post. Open this Excel file and make sure you are connected to internet. Please accept if it asks to enable Macros and Data connections. Input the required fields, Expiry Date, Risk free interest rate and Dividend yield. The Greek values would automatically get updated. The sheet refreshes every five minutes.
Please see the below link to download Nifty Option Greeks Calculator excel sheet. Mostly everything is self explanatory, but please let us know if you have any queries. Also, send us your feedback on how to improve this sheet. Your doing a great job ….. Every post is making me to learn new stuff. Thank you for your great work. Hi Sir, To be frank you are doing a great job. Could you please let us know. All are giving real time thats great. If you add one 2 more feature if possible one is Greek atleast historcial last 10 days atleast on closing basis atleast with graph.
That helps user to understand and use it proper basis. And also strategies expected loss and profit. Hi … I am new to Options Trading: However, it helps in your trade decisions for options.
Please read about Option Greeks in details. Hi sir, I am new to trading, I want to develop more technical knowledge in this area. Can you please share a material which have basic concepts and step by step flow of concepts it will really help beginners. Please kindly drop a mail. You would definitely like to look at the below article: Is there a way to force a refresh a data load?
Dear Admin, Thank you for such a wonder excel file on options. Thank you for you quick response! Thanks for the fantastic work ,It will help a lot to adjust position during delta neutral. Can you please post same for Bank nifty? Your work is excellent!!! Is it possible to see the greeks of next month options in this excel? Also please check why ITM Call option greeks are not being calculated. Thanks and keep up the good work please…. Sir, I some how feel the Gamma column in Option greek is eronous , it I think does not give the right figure.
HI , The theoretical value and the actual price difference is huge. How do i get the exact calculation? Hi , Which pricing model do you use to calculate the greeks? Kindly reply so that i can study more on those models. Thank you first of all , in BS model we need the following variables in order to get the price of the option premium Ie Spot Price , Strike Price, No Days to expiry , Implied Volatility , interest rate and dividend. My Question here is: Lets say nifty spot price is and for Call option strike the IV is 7.
This is great work. Is it possible for you to enable the VBA code so that we can customize it. If not, would it be possible for you to make following changes, 1. Allow the user to enter the symbol and display the greeks for specified symbol.
Nifty Option Greeks Calculator: Generally it is the last Thursday of the month. Risk free interest rate Cell E6 This is risk free rate prevailing in the economy. Use the RBI 91 day Treasury bill rate for this purpose.
Dividend Yield Cell E8 This is the dividend per share expected in the stock, provided the stock goes ex dividend within the expiry period. R31 Option Greeks values for each strike price. Please share it with your friends! Step by Step Tutorial. High Frequency Trading Strategies. Related Posts You May Like. Can it be possible to get AFL for greeks in amibroker? It will be of great help. Hi Murali, You would definitely like to look at the below article: Can you provide download link of greeks for bank nifty please?
Hi Raju, Thanks a ton for your continuous contribution. Looking forward for it. Hello Admin, Thanks for the fantastic work ,It will help a lot to adjust position during delta neutral.
Undoubtedly this is cool and very helpful to option traders! Excellent Share, Thanks a lot. May I request the same sheet for Bank Nifty? Hi Can this sheet be used for other stocks like YesBank etc? Kindly suggest Kindly suggest. Hi, I try to entry the today date and it does not work. Thank you for all your efforts! Hi, This is great work. Leave a Reply Cancel reply Your email address will not be published.
This is risk free rate prevailing in the economy. This is the dividend per share expected in the stock, provided the stock goes ex dividend within the expiry period.More...