If you are an options trader, then you are surely familiar with the concept of option Greeks. These are measures of sensitivities. Effectively, Option Greeks measure sensitivity of the option price to various parameters that impact the value of an option.
Such sensitivity can either be on the positive side or on the negative side. When we talk of the option price here, we refer to the value of the option as calculated by the Black & Scholes model. Broadly there are five Option Greeks that are popularly used and their explanations are as under: Delta – Measure of option price ...
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