OPTIONS

Monday, July 2, 2007

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

Related Posts:

  • Option Greeks: DELTA (Part 2)Go back to “Delta - Part 1”Factors That Affect Option’s DeltaThere are a few factors that influence option’s Delta:a) How close or how far away the stock price from the strike pric… Read More
  • Option Greeks: DELTA (Part 1)What is Delta?Delta is a measure of the change in the option’s price resulting from a change in the underlying stock price. It estimates how much the theoretical value of option pr… Read More
  • OPTION GREEKS - IntroductionThe "Greeks" in options trading is known as a way to measure the sensitivity of an option price to changes in its parameters. The Greeks can help option traders to better understan… Read More
  • 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: DELTA (Part 3)Go back to “Delta - Part 2”.Although some people may not be totally agreeable, there is another way how we can “interpret” Delta.Options Guy’s Blog posted an article about another … Read More

1 comments:

Aaron said...

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!