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What Is the Role of a “Greeks” in Options Trading?

Risk measures for option pricing sensitivity: Delta, Gamma, Theta, Vega.
Greeks.Live07.11.25

What Is the Role of a “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. Delta measures sensitivity to the underlying asset's price.

Gamma measures the rate of change of Delta. Theta measures the time decay of the option's value.

Vega measures sensitivity to volatility changes.

What Is the Concept of “Greeks” in Options Trading?
Define the Term ‘Greeks’ in Options Trading
Explain How Vega Measures an Option’s Sensitivity to Changes in Implied Volatility
What Are the ‘Greeks’ in Options Trading?

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