There is a lot of difference between Dhan calculated greeks, and sensibull calculated greeks, which is leading to unbelivable losses.
I have attached the screenshots for reference.
Hi Shashank,
Different platforms may show slightly different option Greeks because they use different mathematical models and inputs like risk-free interest rate, volatility, and how often these are updated.
At Dhan, we use the standard Black-Scholes Model to calculate option Greeks. You can read more about it here:
Option Greeks Calculation on Dhan
Hope this helps!
What is the risk free interest rate that Dhan uses to calculates IV? Is it a fixed rate 10% or does it vary dynamically with repo rate?
Hi @srinivasr
We use a fixed rate at 10%. This is what the standard norm globally traders follow for the Black Scholes Model. Some people do use repo rate, 10Y G-Sec, 91-days TBill etc.
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