The Greeks
Darren Krett
Monday, 19 December 2022
VEGA
Option Vega is a measure of the sensitivity of the price of an option to changes in the implied volatility of the underlying asset. Vega val
VEGA
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Darren Krett
Monday, 19 December 2022
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W-X
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Glossary
WASTING ASSET: An asset that has a limited life and tends to decrease in value over time(all other factors being held constant). Options are wasting assets.
WRITER: The seller who initiates a short options position.
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The Greeks
Darren Krett
Monday, 19 December 2022
Beta
Beta is the greek that allows us to weight our current positions with a designated benchmark.
Beta
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