Options Trading Tools

How much will my option's delta change if the stock moves, based on gamma?

Enter Your Position

Your Result

Enter your option's current delta, gamma, contracts, and a price move to test, then click Estimate to see how your delta and exposure shift.

How this is calculated

Risk & liability disclaimer: This calculator produces a mathematical estimate based on the numbers you enter. It is not financial, investment, or tax advice and does not guarantee any trading outcome. Trading and options trading involve risk of loss, including the potential loss of your full investment. Trading Habits is not a broker-dealer, registered investment adviser, or tax professional, and is not affiliated with any broker, exchange, or data provider. Always verify results independently and consult a licensed professional before making any trading or financial decision.