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What Are the ‘Greeks’ in Options Trading?

The Greeks (Delta, Gamma, Theta, Vega) are risk measures quantifying an option's price sensitivity to factors like price, time, and volatility.
Greeks.Live31.10.25

What Are the ‘Greeks’ in Options Trading?

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

Traders use these metrics to manage the risk of their options portfolios.

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How Does the Concept of “Greeks” Relate to the Black-Scholes Model?
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