Abstract
This paper develops a unified set of Fourier-integral formulas for Greeks under Bakshi and Madan’s (2000) option pricing framework. The contribution is to collect these sensitivities within one characteristic-function-based representation, extend them to a continuous dividend yield, and show how put Greeks follow from put-call parity. The paper also clarifies their interpretation through benchmark applications, including CEV and affine models, and documents their numerical implementation under jump and stochastic-volatility dynamics. Numerical results show that the formulas are practically implementable and produce internally consistent model-dependent option sensitivities beyond simple closed-form settings.