Glossary
Darren Krett
Monday, 19 December 2022
G-H
GAMMA : The sensitivity of an options' delta over a one point change in the underlying. Als known as the delta of the delta. GREEKS : A set
G-H
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Darren Krett
Monday, 19 December 2022
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Vera
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The Greeks
Also known as Rhova. Second order Greek which measures sensitivity of option price to small changes in volatility and interest rates, sensitivity of rho to small changes in volatility, or sensitivity of vega to small changes in interest rates.
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Learning
Darren Krett
Monday, 19 December 2022
C-D
CALL OPTION : A call option is a financial derivative contract that provides the holder with the right, but not the obligation, to purchase
C-D
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