## LESSONS

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