Option Greeks – The Heart of Option Pricing
Option Greeks mathematically measure how an option should behave.
1. Delta
Measures direction sensitivity.
Call delta: 0 to 1
Put delta: –1 to 0
2. Gamma
Measures change in delta.
High near expiry.
3. Theta
Time decay rate.
4. Vega
Sensitivity to volatility.
5. Rho
Interest rate impact (lowest impact).
These Greeks help traders build stable and predictable strategies.
Option Greeks mathematically measure how an option should behave.
1. Delta
Measures direction sensitivity.
Call delta: 0 to 1
Put delta: –1 to 0
2. Gamma
Measures change in delta.
High near expiry.
3. Theta
Time decay rate.
4. Vega
Sensitivity to volatility.
5. Rho
Interest rate impact (lowest impact).
These Greeks help traders build stable and predictable strategies.
Hello Everyone! 👋
Feel free to ask any questions. I'm here to help!
Details:
Contact : +91 7678446896
Email: skytradingmod@gmail.com
WhatsApp: wa.me/7678446896
Feel free to ask any questions. I'm here to help!
Details:
Contact : +91 7678446896
Email: skytradingmod@gmail.com
WhatsApp: wa.me/7678446896
Related publications
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Hello Everyone! 👋
Feel free to ask any questions. I'm here to help!
Details:
Contact : +91 7678446896
Email: skytradingmod@gmail.com
WhatsApp: wa.me/7678446896
Feel free to ask any questions. I'm here to help!
Details:
Contact : +91 7678446896
Email: skytradingmod@gmail.com
WhatsApp: wa.me/7678446896
Related publications
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.