What Are the 'Greeks' in Options Trading and What Do They Measure? ▴ Learn

What Are the ‘Greeks’ in Options Trading and What Do They Measure?

The Greeks are a set of risk measures that quantify the sensitivity of an option's price to changes in underlying factors. Delta measures price sensitivity to the underlying asset's price, Gamma measures Delta's rate of change, Theta measures time decay, and Vega measures sensitivity to implied volatility.

What Is ‘Vega’ and How Does It Measure an Option’s Sensitivity to Implied Volatility?

How Does a ‘Greeks’ (Delta, Gamma, Vega, Theta, Rho) Measure Option Price Sensitivity?

What Is Vega and How Does It Measure an Option’s Sensitivity to Volatility Changes?

What Is the Concept of “Greeks” in Crypto Options Trading?