← All the Greeks

Why Our Signs Are Flipped

Reading Them HereWhy is my short put positive delta?

An options chain quotes Greeks as if you bought the contract. On the wheel you sold it, so every sign reverses. We show your side — which is why our delta disagrees with your broker's chain, and both are right.

Where you see it: Everywhere Greeks appear on this platform.

What it measures

Greeks describe a contract, and a contract has two sides. Every data vendor quotes them from the buyer's perspective, because that is the convention: a put has negative delta, every option has negative theta, and gamma and vega are positive.

Selling that contract inverts all of it. You now profit from what the buyer loses, so each sign flips. Your short put has positive delta, positive theta, negative gamma and negative vega.

This platform displays the seller's side, because that is the side you are on. Every Greek on your journal, on the AI Trader cards and in the tooltips has already been converted.

GreekAn options chain quotesYour short put isMeaning
Delta−0.30+0.30behaves like owning shares
Theta−0.05+0.05decay is income, not cost
Gamma+0.02−0.02short gamma — the real risk
Vega+0.10−0.10short volatility
The same contract, described from two sides. A chain quotes the option as if you bought it; you sold it, so every sign reverses. OptyTrades shows the right-hand column — your side — which is why a short put reads positive delta here and negative on a broker's chain screen.

How to read it

A short put reading positive delta means it behaves like owning stock — it gains when the stock rises. That is correct and it is the most common point of confusion.

Positive theta means the position earns decay. On a broker's chain the same contract shows negative theta, because a buyer pays that decay.

Negative gamma and negative vega are the structural signature of a premium-selling position: short the acceleration, short the volatility. They read negative on every short leg and that is not a warning.

A covered call inverts the direction again: short call, so negative position delta. A book holding both puts and calls will see them partially offset in the net delta figure.

Using it on the wheel

The practical consequence is that our numbers will not match a broker's chain screen sign-for-sign, and should not. If you are reconciling, compare absolute values and remember which side each screen describes.

Assignment odds are the one figure that sidesteps this entirely, because they are an absolute value. |delta| is 0.22 whichever side you are on, so the Assign column reads the same on both screens.

A quick sanity check: if your short put is showing negative delta somewhere, that screen is quoting the contract, not your position.
Getting this backwards does not produce an error message. It produces a confident number with the opposite meaning — which is why the conversion happens in exactly one place in the code, with tests asserting that a short put comes out positive and a short call negative.

Like everything in this guide, these are descriptions of conditions and reference levels — context for your own decisions, not instructions to trade.