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Calculating "The Greeks" for options


relig

Question

Hi - I am interested in index options (mainly the Dow/S&P500/Nasdaq) and I would find it useful to have information on "The Greeks", the ratios and percentages that options traders use when trading i.e. delta, gamma, theta. Other platforms that are more options-oriented have these built in but I can understand that this is not something that IG want to put in to their platform - and I can understand why because I imagine that it's quite a niche thing for their client base.

 

However, I wondered if anybody here is pulling options prices through the API and calculating the numbers themselves using a spreadsheet or some other app - the relevant formulas for the calculations are all out there on the web. I see that there are some sample apps in the API library but I don't have Excel because I use Libre Office Calc for my fairly basic spreadsheet needs, but I guess it could be done if you can hack the LibreCalc programming.

 

If anybody has tried this or has any thoughts or insight, I'd be interested to hear them.

 

Thanks.

 

R.

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