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Option Greeks

*Option Greeks and Implied Volatility are currently calculated and will update every 2 hours. Real-Time Greeks data will be coming soon in early 2022.


Implied Volatility – Estimates the range a security’s price will either go up or down within 68% of the time (one standard deviation) in a one-year time period.


Delta – Estimates the anticipated change in the price of the option if the underlying increases by one point.


Gamma – Estimates the rate of change for delta when the underlying increases by one point.


Theta - Estimates how much an option's premium may decay every day until expiration date with all other variables held constant.

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