Stock Option Greeks
This is a brief review of the option Greeks. They are sensitivities: what is the change in option price with respect to [stock price | volatility | rate | term]. Delta: change in option price with respect to stock pric. Gamma: change in delta with respect to stock price. Vega: with respect to volatility. Rho: with respect to rate. Theta: with respect to term
Duration : 0:8:35
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paracho10 March 9th
Excellent …
Excellent explanation! Thank you!
ImReallyTrying2 March 9th
very informative, …
very informative, thanks for taking the time to post this, I’m a big fan.
ydrohoos7 March 9th
excellent, thank …
excellent, thank you very much
johnolagues March 9th
Very Good …
Very Good explanation of Options Greeks.
bionicturtledotcom March 9th
Yes because gamma …
Yes because gamma is rate of change of delta, so the Gamma plot is understood by rate of change in delta; e.g., gamma going to zero b/c delta is stabilizing.
FormosaFinance March 9th
In exlaining Gamma, …
In exlaining Gamma, it is repeatedly quoting Delta.
FormosaFinance March 9th
When explaining …
When explaining Gamma, it is repeatedly saying Delta.
FormosaFinance March 9th
The 5th term should …
The 5th term should be Theta.
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