Monday, July 2, 2007
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OPTION GREEKS
Find out more about what each of the Options Greek means and understand further its behaviours / characteristics. (And find out why a reader commented that: “These explanations of the greeks are shorter and clearer than any of the other descriptions I have found on the internet so far…”) :-)
Click the following links to read each of the articles on Options Greeks in this blog:
1) Option Greeks - Introduction
2a) DELTA - Part 1 - Understanding what it is
2b) DELTA - Part 2 - Factors that affect Delta
2c) DELTA - Part 3 - Interpretation of Delta
3) GAMMA
4) THETA
5) VEGA
6) RHO
7) Behaviour of OPTION GREEKS in relation to TIME REMAINING TO EXPIRATION and IMPLIED VOLATILITY (IV) – With Past DATA and CHARTS
OPTIONS GREEK SUMMARY:
8) Option Greeks vs. OTM, ATM & ITM Options
9) Options Greeks and Position in the Market (Long vs. Short)
10) The Impacts of TIME REMAINING TO EXPIRATION on OPTIONS GREEK
11) The Impact of IMPLIED VOLATILITY (IV) on OPTIONS GREEKS
Related Topics:
* FREE Trading Educational Videos from Trading Experts
* Options Trading Basic – Part 1
* Options Trading Basic – Part 2
* Understanding Implied Volatility (IV)
* Understanding Option’s Time Value
* Learning Candlestick Charts
* Learning Charts Patterns
Click the following links to read each of the articles on Options Greeks in this blog:
1) Option Greeks - Introduction
2a) DELTA - Part 1 - Understanding what it is
2b) DELTA - Part 2 - Factors that affect Delta
2c) DELTA - Part 3 - Interpretation of Delta
3) GAMMA
4) THETA
5) VEGA
6) RHO
7) Behaviour of OPTION GREEKS in relation to TIME REMAINING TO EXPIRATION and IMPLIED VOLATILITY (IV) – With Past DATA and CHARTS
OPTIONS GREEK SUMMARY:
8) Option Greeks vs. OTM, ATM & ITM Options
9) Options Greeks and Position in the Market (Long vs. Short)
10) The Impacts of TIME REMAINING TO EXPIRATION on OPTIONS GREEK
11) The Impact of IMPLIED VOLATILITY (IV) on OPTIONS GREEKS
Related Topics:
* FREE Trading Educational Videos from Trading Experts
* Options Trading Basic – Part 1
* Options Trading Basic – Part 2
* Understanding Implied Volatility (IV)
* Understanding Option’s Time Value
* Learning Candlestick Charts
* Learning Charts Patterns
Related Posts:
Option Greeks: GAMMAGamma measures the rate of change of delta due to a one-point change in the price of the underlying stock. In other words, Gamma estimates how much delta would change if the price … Read More
Option Greeks: VEGAVega measures the sensitivity of an option’s price to changes in Implied Volatility (IV). Vega estimates how much an option price would change when volatility changes 1%.A change i… Read More
Option Greeks: RHORho is a measure of the change in an option's price due to a change in interest rate. Rho estimates how much the option’s price will change when interest rates changes by 1%.Rho is… Read More
Options Greeks vs. OTM, ATM & ITM Options: Summary1) Option Greeks: DELTADelta is a measure of the change in the option price resulting from a change in the underlying stock price.The delta values will be positive for Calls & … Read More
Option Greeks: THETATheta is a measure of the rate of decline of option’s time-value resulting from the passage of time (time decay).Theta provides an estimate of the dollar amount that an option pric… Read More
1 comments:
These explanations of the greeks are shorter and clearer than any of the other descriptions I have found on the internet so far. Thank you for writing them and making them freely available!
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