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Issued on January 01 1970 par



Other articles
- Options 101 -
Option Delta ∆
Delta ∆ is a Greek factor sensitivity measuring a portfolio's first order sensitivity to the value of an underlying.
- Options 101 -
Option Gamma : A first attempt
Rate of change of delta is far from constant.
- Options 101 -
Option Rho ρ : a first attempt
Rho ρ measures sensitivity to the riskfree rate
- Basic Strategies -
Long Call Spread : Delta
Speed for the call spread value : the delta ∆
- Relationships Between Option Sensitivities -
Time and volatility Equivalence
Time and Implied Volatility have the same effect on an option price.
- Options 101 -
Option Theta θ : a first attempt
Theta measures the sensitivity of the value of an option to the passage of time.