📘 Options Greeks Quick Reference
Delta (Δ)
Measures how much the option price changes with a $1 move in the underlying stock.
Calls: 0 to +1 | Puts: -1 to 0
Gamma (Γ)
Rate of change of Delta. Highest for ATM options near expiration.
Shows how quickly Delta accelerates.
Theta (Θ)
Time decay. How much value the option loses each day.
Always negative for long options.
Vega (ν)
Sensitivity to changes in implied volatility.
Positive for both calls and puts.
Rho (ρ)
Sensitivity to interest rate changes.
Least important for short-term traders.
📊 Options Greeks Visualizer
0.65
0.08
-42
0.38
Move Delta slider - Greeks are interconnected in real trading
