About vs. Demo: This demo folder now uses a standardized launch page. Start with About Demo, then choose the run mode that fits your class.

AI/ML Workflows • Browser • 20-30 min

Greeks Calculator

Measures of **option sensitivity** to changes in underlying factors. Derived from the Black-Scholes partial derivatives.

Open About Demo Read README View Course Path

Option Parameters

Market Parameters

Greeks

Delta

0.634

Gamma

0.018

Vega

0.042

Theta

-0.012

Greeks Interpretation

  • Delta: Price change per $1 underlying move
  • Gamma: Delta's rate of change (convexity)
  • Vega: Price change per 1% vol change
  • Theta: Daily time decay (negative for long options)

Key Insight: Hedge ratios = 1/Greeks for delta-neutral positions.

Standard demo guide

Use this demo in a logical learning sequence

Starts immediately in browser with no installs, no API keys, and classroom-safe defaults.

What this demo is about

Measures of **option sensitivity** to changes in underlying factors. Derived from the Black-Scholes partial derivatives.

Learning objectives

  • Explain the main ai/ml decision that Greeks Calculator is designed to support.
  • Change input assumptions and predict how the output should respond before running the demo.
  • Interpret the result in plain language, not just as a number, chart, or AI recommendation.

Run mode and expectations

  • Supported modes: Browser
  • Starts immediately in browser with no installs, no API keys, and classroom-safe defaults.

Step 1: Inputs

  • Start with the default assumptions, then change one variable at a time so students can isolate cause and effect.
  • Treat each input as a lever that changes the scenario, baseline, or business context behind the result.

Step 2: Decision buttons

  • Use the main run or simulate action to compute the scenario after inputs are set.
  • Use export or reset actions, when present, to compare runs or return to a classroom-safe baseline.

Step 3: Outputs and what to notice

  • Read the top-line result first, then look for supporting metrics, tables, or narratives that explain why it changed.
  • Students should explain whether the output is descriptive, predictive, simulated, or recommended.
  • Look for delta, gamma, theta, vega, and the option position being analyzed
  • Observe how price, volatility, and time changes affect option exposure

Available run modes

  • Browser: available for this demo.

How to proceed

  1. Choose the run mode that fits the class: Browser.
  2. Review the default assumptions before changing anything.
  3. Change one or two inputs, then use `Run the main action`.
  4. Read the output first, then compare any supporting metrics, charts, or AI text.
  5. Capture one insight, one limitation, and one action recommendation.