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### Greeks

## About

I computed Theta & Delta (Greeks) for the Options of a stock. For this, I used Merton model (continuously dividend-paying stock) to compute the option prices with given inputs such as stock price, time, exercise price, volatility, risk free rate etc.

## Explanation

“Greeks” are the sensitivities of an option price with respect to certain variables. Hence, I have done sensitivity analysis using Data Tables on Excel and even plotted graphs.

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