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?