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Where are the Greeks?

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You may come across instances on the Options Chain where Delta, Gamma, Theta & Vega fields are blank.

This occurs when the Extrinsic Value of the Option Strike Price is Negative. Negative numbers cannot be used to calculate the sensitivity of an option’s price to underlying stock price changes, changes in volatility and passage of time.

Some platforms may place a ‘0’ (zero) vs. keeping the field blank. This is not entirely accurate, as ‘0’ is a valid number.