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.