# Where can I find the formulas to compute the Greeks for European Call and Put Options Assuming no annual dividend yield?

Every formula I come across involves a $$q$$ (the annual dividend yield). Where Can I find the formulas to compute the greeks assuming no dividends?

• ...simply set q/y to 0. Voilà. Jul 12 '19 at 3:29
• “Every formula”? I am not convinced you looked very hard. On wikipedia’s page for the Black-Scholes Model under the section “The Greeks”, is listed formulas for the Greeks of European calls and puts under no dividends. Jul 12 '19 at 20:39
• Here you can find a nice table with the Greeks: exploringpythonforquantanalysis.blogspot.com/2015/04/… Jul 14 '19 at 9:48

As Nap D. Lover said, here you have a list without any dividends being considered. It all depends on your model though. If you are using a stochastic volatility model or similar extensions, you get different Greeks. For the Heston model, for instance, see Chapyer 11 in here. In general however, if you have formulae including a dividend yield $$q$$, just use the value $$q=0$$ and you get the case you need. Note that it also always possible to approximate Greeks using a finite differences, e.g. $$\Delta(t_0,S_0) \approx \frac{V_{t_0}\left(S_0+\frac{1}{2}h\right)-V_{t_0}\left(S_0-\frac{1}{2}h\right)}{h}.$$