Refers to the Greek letters used in options trading formulas and analysis such as "delta, theta, etc".
The Greek letters used to describe various measures of the sensitivity of the value of an option with respect to different factors. They include Delta, Gamma, Theta, Rho, and Vega.
Delta, Gamma, Rho, Theta and Vega are a set of factors written as Greek symbols in algebraic equations. They are used to model the behaviour of options in correlation to changes in the value of the underlying financial instruments, interest rates, time and volatility.
The letters used to describe certain measures of the sensitivity of the value of an option with respect to various factors. There are five main Greek letters used to specify an option's price sensitivity. The five Greek letters are: (1) Delta (sensitivity in relation to movements of the underlying stock), (2) Gamma (sensitivity in relation to speed of movement of the underlying), (3) Vega (sensitivity in relation to volatility), (4) Theta (sensitivity in relation to time) (5) Rho (sensitivity in relation to interest rates).
Jargon; a loose term encapsulating a set of risk variables used by options traders.
A set of factor sensitivities, which includes rho.
a measure of the sensitivity of an optionâ€(tm)s value to changes in the parameters used to value it. Greek measures include delta, gamma, rho, theta and vega.
A set of factor sensitivities, which includes delta and gamma.
Commonly used to indicate an options value and how this value will change as market conditions change. All the Greeks shown below are produced by the Snowgold Option Calculator. Fair value Delta Vega Gamma Theta Rho
A set of factor sensitivities used to measure risk exposures related to options or other derivatives.
A set of factor sensitivities, which includes vega.
A set of factor sensitivities, which includes theta.
In mathematical finance, the Greeks are the quantities representing the market sensitivities of options or other derivatives. Each "Greek" measures a different aspect of the risk in an option position, and corresponds to a parameter on which the value of an instrument or portfolio of financial instruments is dependent. The name is used because the parameters are often denoted by Greek letters.
