What are Option Greeks
Option Greeks are measures of the sensitivity of an option's price to various factors. They include:
- Delta: Measures the rate of change of the option price with respect to the underlying asset's price.
- Gamma: Measures the rate of change of Delta with respect to the underlying asset's price.
- Theta: Measures the rate of change of the option price with respect to time.
- Vega: Measures the rate of change of the option price with respect to volatility.
- Rho: Measures the rate of change of the option price with respect to interest rates.
More Information about the single option greeks can be found in other widgets.