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Greeks (delta, gamma, vega, theta, rho) measure option price sensitivity to underlying moves, volatility, time, and rates.
Guida passo passo
- 1Input option parameters
- 2Calculate each Greek
- 3Interpret sensitivity for hedging/trading strategies
Esempi risolti
Ingresso
Delta 0.65 (call)
Risultato
Option price increases $0.65 per $1 stock increase
Delta hedging uses Greeks
Errori comuni da evitare
- ✕Treating Greeks as static (they change)
- ✕Neglecting second-order effects (gamma)
Domande frequenti
Which Greek most important?
Depends on position; vega for volatility traders, theta for time decay traders.
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