How to calculate options call price change?

Can someone please explain if there is any website to check if the option buys value is going to increase or decrease? It says at a single value for a long time when the actual value is moving little up and then it suddenly increased the call value by say 10 or 15 points.

I think we can determine it from Alpha value. But how to check it? can someone please explain it?

Try using the free version of sensibul that comes with Kite. It has got option chains, where the calculated values of all options are shown.

Select either Nifty / Bank Nifty in the MarketWatch, in the drop down you can see “Option Chain”. Click that, then follow the instructions.

Thanks. At what value of delta does the actual option value change?

Delta alone isn’t the only factor that drives price change in Options, there are other Greeks as well like Theta and Vega, they all work in conjunction to drive price of Option, why don’t you read about Greeks and understand how they effect Options price.

1 Like