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Aggregate Greeks

Total Greeks for an option strategy or portfolio of options.

Because option Greeks are additive for all options on the same underlying, aggregate Greeks can be calculated as sum of individual option Greeks (multiplied by each option's position size).

Example

For instance, when when holding one call contract with delta +0.60 and two put contracts with delta -0.25 each, aggregate delta is 0.60 - 2 x 0.25 = 0.10.