Greeks from the surface

VF008 · Volatility forecasting and options · Lesson 8 of 8. Eleven interactive steps, each with its own guided explanation.

Delta, gamma and vega read off the surface, then tested on real Nov 2024 SPX days: sticky strike vs moneyness vs local vol, bucket vega, full revaluation.

Every step uses real market data. This is education about models and their assumptions, not financial advice.

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