Alphagbm Greeks · AlphaGBM/skills
Calculate option Greeks and position risk
Calculates first-order Greeks (Delta, Gamma, Theta, Vega, Rho) and second-order Greeks (Charm, Vanna, Volga) for a single option or an entire multi-leg position, including scenario heatmaps. Useful for understanding time decay, volatility exposure, and risk concentration before or after placing a trade.
Good for
- Calculate Greeks for a single option contract
- See net Greeks across a multi-leg position
- Check theta decay and vega exposure before a trade
- Source repository
- AlphaGBM/skills
- Category
- General
Open-source skills are maintained by their authors and listed as published, with attribution. Results depend on how well the skill fits your task and material.
A good place to start
Calculate the Greeks for an AAPL 220 call expiring in 30 days.
Make your next great thing.
Bring a question, a file, or an idea that’s not quite there yet.