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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