Greeks Visualizer

A Streamlit dashboard for option pricing and all five Greeks: Delta, Gamma, Vega, Theta, and Rho.

Open Streamlit ↗GitHub ↗

Python
NumPy
Matplotlib
Streamlit

Original Streamlit Greeks dashboard with parameters, risk metrics, and charts

Interactive preview

Delta & Gamma

Educational model

Underlying price$100Volatility25%Time to expiry12 monthsOption type

Model assumptions

European exercise · no dividends
Strike $100 · annual rate 4%

Hypothetical inputs. No market data.

Model price: $11.84
Delta: 0.612
Gamma: 0.015

Delta (per $1 underlying move)Underlying price ($)

Delta

At an underlying price of $100, delta is 0.6122. The point marks your selected price.

View chart data

Delta (per $1 underlying move) by underlying price ($)
Underlying price ($)	Delta
70	0.1268
71	0.139
72	0.1517
73	0.1651
74	0.1789
75	0.1933
76	0.2082
77	0.2235
78	0.2392
79	0.2553
80	0.2717
81	0.2885
82	0.3054
83	0.3226
84	0.34
85	0.3575
86	0.3751
87	0.3928
88	0.4105
89	0.4281
90	0.4457
91	0.4633
92	0.4806
93	0.4979
94	0.515
95	0.5318
96	0.5484
97	0.5648
98	0.5809
99	0.5967
100	0.6122
101	0.6273
102	0.6421
103	0.6566
104	0.6707
105	0.6844
106	0.6978
107	0.7108
108	0.7234
109	0.7356
110	0.7474
111	0.7588
112	0.7698
113	0.7805
114	0.7908
115	0.8007
116	0.8102
117	0.8194
118	0.8282
119	0.8367
120	0.8448
121	0.8526
122	0.86
123	0.8672
124	0.874
125	0.8805
126	0.8868
127	0.8927
128	0.8984
129	0.9038
130	0.909