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Calculating "The Greeks" for options



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.





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