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- Greeks’ Sphere: a three-dimensional visualization grammar for financial optionsPublication . Asiaín, Luís; Pestana, Pedro DuarteWe introduce the Greeks’ Sphere, a technology‐agnostic 3D visualization grammar that unifies the principal option sensitivities—delta (Δ), gamma (Γ), theta (Θ), and vega (𝑣)—with strike and time to maturity in a single coherent structure. The scheme is built around an underlying sphere and a cutting plane tied to implied volatility: Δ maps to radial wireframe displacement, Γ to smooth procedural mesh undulation (Perlin noise), Θ to mesh opacity, and 𝑣 to an arc along the cutting section anchored to the plane. A reference prototype instantiates the grammar on option data and enables interactive scans by strike and maturity with stable scales and clearly separated channels, supporting integrated reasoning about multi‐Greek behaviour. The prototype exists solely to probe the grammar; implementation choices and data sources are incidental to the model, which is intended to be replicated in other environments. Our contribution is the conceptual grammar itself—transferable across implementation stacks—rather than any specific software artefact.