In the world of options, letters of the Greek alphabet (known as "option Greeks," or simply "the Greeks") are used to describe the changes in option premiums that result from the interplay among the ...
Options Greeks are one of many factors that are important to understand when trading options. The aptly named "Greeks," are measurements relative to risk named after Greek letters. The measurements ...
In today’s article, you will learn about each of the greeks, their importance and how they impact option prices and strategies. Whether you're a seasoned option trader looking to sharpen your skills ...
This excerpt from Tom Gentile was originally published in "The Alpha 9 Trader Bible," a product of Money Map Press. If you've traded options before, you've probably heard someone mention the "Greeks." ...
Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...
Peter Gratton, Ph.D., is a New Orleans-based editor and professor with over 20 years of experience in investing, risk management, and public policy. Peter began covering markets at Multex (Reuters) ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...