Options Greeks
Access real-time options Greeks data to analyze risk and price sensitivity of your options positions.
Real-Time Plan Required
If you have the real-time data plan, you can use these streaming Greeks functions directly in Excel.
Available Greeks Functions
The following functions provide real-time options Greeks data:
=QM_Stream_Delta(symbol)=QM_Stream_Gamma(symbol)=QM_Stream_Theta(symbol)=QM_Stream_Rho(symbol)
Options Chain Integration
Greeks are also automatically included when you use the Options Chain function:
=QM_GetOptionChain(symbol)This function returns a comprehensive options chain with all Greeks calculated:
What Are Options Greeks?
- Delta: Rate of change in option price per $1 change in underlying stock
- Gamma: Rate of change in Delta per $1 change in underlying stock
- Theta: Rate of time decay - how much value the option loses per day
- Rho: Sensitivity to interest rate changes