Excel Option Calculator - Greeks Graphs

Graphing the greeks: Just as flexible as the risk graphs. Show how delta, gamma, theta and vega change

a) vs. movement in the underlying

a1) over time
a2) with variation of implied volatility

b) over time

b1) at various underlying prices
b2) with variation of implied volatility

Complicated? Basically you can look at all combinations of underlying price, points in time and implied volatility. Here are two examples for a calendar spread (a2 and b2).

GREEKS GRAPHS