Options

Options Greeks

A set of risk metrics (Delta, Gamma, Theta, Vega) that measure how an option's price responds to various factors.

Formula

Calculated using Black-Scholes or similar pricing models

More Details

What are Options Greeks?

Options Greeks are risk metrics that measure how an option's price changes in response to different factors. TradesViz is the only online trading journal that provides spot Greeks for all options executions.

Learn more: Options Greeks Guide | Greeks Analysis | Options Intraday Charts

The Four Primary Greeks

Greek Measures Range
Delta Directional exposure (price change) -1 to +1
Gamma Rate of Delta change 0 to infinity
Theta Time decay (daily erosion) Negative for longs
Vega Volatility sensitivity Positive for longs

Why Greeks Matter for Journaling

A trading journal with Greeks lets you analyze:
* Your directional bias at entry vs exit
* How much time decay affected your P&L
* Whether volatility helped or hurt
* Entry timing relative to Greek exposure

TradesViz Greeks Features

  • Spot Greeks: Calculated at the exact time of each execution
  • Black-Scholes Model: Industry-standard pricing model
  • Automatic Generation: Greeks auto-calculated for imported trades
  • Manual Generation: Recalculate button for manually added trades
  • Account-wide Generation: Bulk generate for all historical trades

How to Generate Greeks

  1. Individual trade: Click Recalculate on the trade explore page
  2. Account-wide: Go to Account Settings and click Generate Greeks
  3. Auto-import: Greeks are generated automatically for imported trades

Portfolio-Level Greeks

The Options Command Center aggregates Greeks across all open positions, showing Net Delta, Gamma, Theta, and Vega for your entire portfolio.

Where to find it in TradesViz

Options > Options Command Center shows Net Greeks summary cards. Trade Explore displays spot Greeks for each execution. Account Settings > Generate Greeks for bulk historical calculation. Greeks auto-calculated for imported trades using Black-Scholes.

Example

A call with Delta 0.55, Gamma 0.03, Theta -0.08, Vega 0.12.