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?
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2$\begingroup$ ...simply set q/y to 0. Voilà. $\endgroup$– ChrisCommented Jul 12, 2019 at 3:29
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$\begingroup$ “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. $\endgroup$– Nap D. LoverCommented Jul 12, 2019 at 20:39
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$\begingroup$ Here you can find a nice table with the Greeks: exploringpythonforquantanalysis.blogspot.com/2015/04/… $\endgroup$– 10ussCommented Jul 14, 2019 at 9:48
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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. $$ \Delta(t_0,S_0) \approx \frac{V_{t_0}\left(S_0+\frac{1}{2}h\right)-V_{t_0}\left(S_0-\frac{1}{2}h\right)}{h}.$$
