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Option Greeks explained: Delta, gamma, theta, vega, and rho | Wealthsimple

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Option Greeks are calculations that measure how an option's price responds to changes in stock price, time, volatility, and interest rates. Here's what each one means.

The Parthenon, Euripides — that's a whole different group of Greeks. These Greeks are calculations for estimating the prices and risks of options contracts. Delta indicates how much an option's price changes along with the underlying stock, gamma reflects the change in delta as the underlying stock price moves, theta shows the decay of an option's value as it nears expiration, and vega refers to an option's sensitivity to implied volatility. We promise you won't need to read τι λέει αυτό στα ελληνικά. What are option Greeks? Option Greeks are calculations used to measure how sensitive an…

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