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Define the Term ‘Greeks’ in Options Trading

The Greeks are risk metrics (Delta, Gamma, Theta, Vega, Rho) quantifying an option's price sensitivity to underlying factors.
Greeks.Live05.11.25

Define the Term ‘Greeks’ in Options Trading.

The Greeks are a set of risk measures that quantify the sensitivity of an option's price to changes in various underlying factors. The main Greeks are Delta (asset price), Gamma (Delta change), Theta (time decay), Vega (volatility), and Rho (interest rates).

What Are the ‘Greeks’ in Options Trading and What Do They Measure?
How Do Interest Rates Affect the Value of a Call Option (Rho)?
Does Delta Hedging Protect against Changes in Interest Rates (Rho)?
What Other Greeks Must a Market Maker Manage besides Delta?

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