Overview of Option Greeks- Option Greeks are the various partial derivatives of the Black-Scholes Option Pricing Model, each wi...

## COURSE

## Option Greeks

- Delta is the change in option premium expected from a small change in the stock price. It is an imp...
- An option’s delta changes as the stock price changes. Gamma is a measure of the rate of change in th...
- Theta is a measure of the sensitivity of an option to the time remaining until expiration. It is a m...
- Vega is a measure of the sensitivity of the option price to the volatility of the underlying asset. ...
- Rho is a measure of an option's sensitivity to changes in the risk free interest rate. It is expres...
- Delta neutral refers to a portfolio of underlying assets, where the value of the portfolio is unaffe...
- This video familiarizes traders with a set of Greek risk factors used to monitor a portfolio's profi...

## LESSONS

Option Greeks: Delta

Option Greeks: Gamma

Option Greeks: Theta

Option Greeks: Vega

Option Greeks: Rho

Delta Neutrality

Option Greeks

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