greeks

Introduction to Options Options Greeks Rho Rho indicates the change in value of an option for 1 unit change in interest rate Interest rates are almost constant over the expiry hence are considered insignificant Introduction to Options Options Greeks Gamma Gamma indicates how much the delta...

Introduction to Options Options Greeks Delta Ceteris Paribus (stock price, risk free interest rate, strike price, time to expiry and volatility) - Delta of an option indicates how much the premium will change for a unit change in the price Delta For an option with a delta of 0.50...

:SugarwareZ-236::SugarwareZ-236::SugarwareZ-236: OPTION GREEKS Delta Hedging The delta measures how exposed the portfolio is to small movements in the underlying asset price. If the portfolio delta is zero, the portfolio is neither locally long nor short and is said to be delta-neutral...

OPTIONS GREEKS The option Greeks are the tools that measure the sensitivity of the option price They Estimate the change in the option premium under various circumstances Determine the number of option needed in the event of hedging They are often used by professional traders for trading...