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    "result": {"data":{"wpPage":{"uri":"/home/trading-investment/futures-and-options/option-greeks/why-are-some-greeks-not-displayed-for-certain-strikes/","title":"Why are some Greeks not displayed for certain strikes?","content":"\n<p>We calculate Greeks using the Black-Scholes 76 model, which is suitable for European-style options. Key inputs include:</p>\n\n\n\n<ul class=\"wp-block-list\"><li><strong>Future&#8217;s price</strong>: This is the expected price of the underlying stock or index at expiry. If no actual futures exist-, we create a <strong>synthetic futures</strong> price using <strong>call-put parity</strong> (a formula that relates the prices of calls, puts, and strike prices to estimate the fair value of a future).<br></li><li><strong>Strike price</strong>: The fixed price at which the option can be exercised.<br></li><li><strong>Implied Volatility (IV)</strong>: A measure of the market’s expectation of how much the price of the underlying may move. It’s calculated using methods like <strong>Newton-Raphson</strong> (an iterative method for solving equations).<br></li><li><strong>Time to expiry</strong>: This is calculated precisely by converting the remaining time from minutes into a fraction of a year. (For example, if an option expires in 1 day, that’s around 0.0027 years.)<br></li><li><strong>Risk-free rate</strong>: This is set to 0 as the use of the futures price already accounts for the interest rate.</li></ul>\n\n\n<div class=\"feedback-survey\" data-blocktype=\"custom-block\"><div class=\"heading\"><h3>Feedback Survey</h3></div><div class=\"content\">Yes</div></div>\n\n<div class=\"related-queries\" data-blocktype=\"custom-block\"><div class=\"heading\"><h3>Related Queries</h3></div><div class=\"content\">\n\n<ul class=\"wp-block-list\"><li><a href=\"/home/trading-investment/futures-and-options/option-greeks/can-i-view-the-greeks-based-on-per-lot-quantities/\">Can I view the Greeks based on per lot quantities?</a></li><li><a href=\"/home/trading-investment/futures-and-options/option-greeks/how-frequently-are-the-greeks-updated-in-the-option-chain/\">How frequently are the Greeks updated in the Option Chain?</a></li></ul>\n\n</div></div>","seo":{"title":"Why are some Greeks not displayed for certain strikes? - PhonePe Invest Support","metaDesc":"","canonical":"/home/trading-investment/futures-and-options/option-greeks/why-are-some-greeks-not-displayed-for-certain-strikes/","metaRobotsNoindex":"index","metaRobotsNofollow":"follow","opengraphTitle":"Why are some Greeks not displayed for certain strikes? - PhonePe Invest Support","opengraphDescription":"We calculate Greeks using the Black-Scholes 76 model, which is suitable for European-style options. Key inputs include: Future’s price: This is the expected price of the underlying stock or index at expiry. If no actual futures exist-, we create a synthetic futures price using call-put parity (a formula that relates the prices of calls, puts,… Continue reading Why are some Greeks not displayed for certain strikes?","opengraphType":"article","twitterTitle":"","twitterDescription":"","schema":{"raw":"{\"@context\":\"https://schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"/home/trading-investment/futures-and-options/option-greeks/why-are-some-greeks-not-displayed-for-certain-strikes/\",\"url\":\"/home/trading-investment/futures-and-options/option-greeks/why-are-some-greeks-not-displayed-for-certain-strikes/\",\"name\":\"Why are some Greeks not displayed for certain strikes? - PhonePe Invest Support\",\"isPartOf\":{\"@id\":\"/#website\"},\"datePublished\":\"2025-09-16T11:22:05+00:00\",\"dateModified\":\"2025-09-16T11:24:56+00:00\",\"breadcrumb\":{\"@id\":\"/home/trading-investment/futures-and-options/option-greeks/why-are-some-greeks-not-displayed-for-certain-strikes/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"/home/trading-investment/futures-and-options/option-greeks/why-are-some-greeks-not-displayed-for-certain-strikes/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"/home/trading-investment/futures-and-options/option-greeks/why-are-some-greeks-not-displayed-for-certain-strikes/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Home\",\"item\":\"/home/\"},{\"@type\":\"ListItem\",\"position\":3,\"name\":\"Trading &amp; Investment\",\"item\":\"/home/trading-investment/\"},{\"@type\":\"ListItem\",\"position\":4,\"name\":\"Futures and Options\",\"item\":\"/home/trading-investment/futures-and-options/\"},{\"@type\":\"ListItem\",\"position\":5,\"name\":\"Option Greeks\",\"item\":\"/home/trading-investment/futures-and-options/option-greeks/\"},{\"@type\":\"ListItem\",\"position\":6,\"name\":\"Why are some Greeks not displayed for certain strikes?\"}]},{\"@type\":\"WebSite\",\"@id\":\"/#website\",\"url\":\"/\",\"name\":\"PhonePe Invest Support\",\"description\":\"Help Center\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"en-US\"}]}"}},"categoryAndTag":{"categoryAndTag":null},"featuredImage":null,"fields":{"feedbackSurvey":"Yes","relatedQueries":["/home/trading-investment/futures-and-options/option-greeks/can-i-view-the-greeks-based-on-per-lot-quantities/","/home/trading-investment/futures-and-options/option-greeks/how-frequently-are-the-greeks-updated-in-the-option-chain/"],"ctaDetails":null,"isContactSupportVisible":false}}},"pageContext":{"id":"cG9zdDo1MjM0NA=="}},
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