Option Greeks
Lessons

Option Greeks

This video familiarizes traders with a set of Greek risk factors used to monitor a portfolio's profile. It explains the five key greeks:

  1. Delta: The relative change in an option's price for a given change in the underlying asset.
  2. Gamma: The rate of change of delta for a given change in the underlying asset's price.
  3. Theta: The relationship between time and the price of an option.
  4. Vega: The change in an option's price due to a change in its implied volatility.
  5. Rho: AN option's sensitivity to interest rates.
Next Lesson
Finance Train Premium
Accelerate your finance career with cutting-edge data skills.
Join Finance Train Premium for unlimited access to a growing library of ebooks, projects and code examples covering financial modeling, data analysis, data science, machine learning, algorithmic trading strategies, and more applied to real-world finance scenarios.
I WANT TO JOIN
JOIN 30,000 DATA PROFESSIONALS

Free Guides - Getting Started with R and Python

Enter your name and email address below and we will email you the guides for R programming and Python.

Saylient AI Logo

Accelerate your finance career with cutting-edge data skills.

Join Finance Train Premium for unlimited access to a growing library of ebooks, projects and code examples covering financial modeling, data analysis, data science, machine learning, algorithmic trading strategies, and more applied to real-world finance scenarios.

Join Finance Train Premium