𝗠𝗮𝘀𝘁𝗲𝗿 𝗢𝗽𝘁𝗶𝗼𝗻 𝗚𝗿𝗲𝗲𝗸𝘀 🌐🔰
𝗗𝗲𝗹𝘁𝗮 ( δ )
Delta is the change in the option's price or premium due to the change in the underlying futures prices .
𝗚𝗮𝗺𝗺𝗮 ( γ )
Gamma represents the rate of change between an option's delta and underlying asset's Price.
𝗗𝗲𝗹𝘁𝗮 ( δ )
Delta is the change in the option's price or premium due to the change in the underlying futures prices .
𝗚𝗮𝗺𝗺𝗮 ( γ )
Gamma represents the rate of change between an option's delta and underlying asset's Price.
𝗧𝗵𝗲𝘁𝗮 ( θ )
Theta measures the rate at which the option premium decline due to time decay .
𝗩𝗲𝗴𝗮 ( ν )
Vega measures the amount of increase or decrease in an option premium based on a 1% change in implied volatility .
Theta measures the rate at which the option premium decline due to time decay .
𝗩𝗲𝗴𝗮 ( ν )
Vega measures the amount of increase or decrease in an option premium based on a 1% change in implied volatility .
𝗥𝗛𝗢 ( ρ )
RHO is the rate at which the price of derivative changes relatives to a change in the risk - free rate of interest .
RHO is the rate at which the price of derivative changes relatives to a change in the risk - free rate of interest .
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