diff --git a/openbb_terminal/stocks/options/yfinance_model.py b/openbb_terminal/stocks/options/yfinance_model.py
index 05337cc9e24..3b87fb3f9f4 100644
--- a/openbb_terminal/stocks/options/yfinance_model.py
+++ b/openbb_terminal/stocks/options/yfinance_model.py
@@ -130,11 +130,12 @@ def get_option_chain_expiry(
     dt = (
         datetime.strptime(expiry, "%Y-%m-%d") + timedelta(hours=16) - datetime.now()
     ).total_seconds() / (60 * 60 * 24)
+    rf = get_rf()
     # Note the way the Option class is defined, put has a -1 input and call has a +1 input
     for df, option_type in zip(df_list, option_factor):
         df["Delta"] = df.apply(
             lambda x: Option(
-                last_price, x.strike, 0.03, 0, dt, x.impliedVolatility, option_type
+                last_price, x.strike, rf, 0, dt, x.impliedVolatility, option_type
             ).Delta(),
             axis=1,
         )
@@ -142,13 +143,13 @@ def get_option_chain_expiry(
             warnings.simplefilter("ignore")
             df["Gamma"] = df.apply(
                 lambda x: Option(
-                    last_price, x.strike, 0.03, 0, dt, x.impliedVolatility, option_type
+                    last_price, x.strike, rf, 0, dt, x.impliedVolatility, option_type
                 ).Gamma(),
                 axis=1,
             )
             df["Theta"] = df.apply(
                 lambda x: Option(
-                    last_price, x.strike, 0.03, 0, dt, x.impliedVolatility, option_type
+                    last_price, x.strike, rf, 0, dt, x.impliedVolatility, option_type
                 ).Theta(),
                 axis=1,
             )
@@ -542,7 +543,6 @@ def get_greeks(
     dif = (expire_dt - datetime.now() + timedelta(hours=16)).total_seconds() / (
         60 * 60 * 24
     )
-    print(dif)
     strikes = []
     for _, row in chain.iterrows():
         vol = row["impliedVolatility"]