Portfolio Greeks Calculator

Aggregate manually entered per-unit Greeks into signed exposure by underlying.

How to use this tool

Enter the Greeks for one long option unit, then use Buy or Sell to set the position sign. Quantity is contracts and the multiplier converts per-unit Greeks to position exposure. Rows can have different expirations because this tool sums supplied sensitivities, not a multi-expiration payoff.

Delta and Gamma are grouped by underlying; adding share-equivalent deltas from unrelated securities would be misleading. Cash Theta, Vega and Rho are also shown by group. All rows must use the same cash currency and conventions.

Theta must be per calendar day, Vega per one IV percentage point and Rho per one interest-rate percentage point. Refresh inputs manually as positions and markets change.

Worked example

Two long calls with Delta 0.50 and multiplier 100 contribute +100 share equivalents. One short call with Delta 0.30 contributes −30; the combined Delta for that stock is +70.

Related tools

Model references and conventions

365 calendar days per year. Continuous rates for theoretical pricing. All examples are illustrative.