Option Greeks
Module Units
- 1. Introduction To Greeks
- 2. Black Scholes Model
- 3. Introduction To Delta
- 4. Delta’s Relationship With Spot And Strike Price
- 5. Delta And Time To Expiry
- 6. Delta And Volatility
- 7. Delta Adds Up
- 8. Delta Hedging
- 9. Introduction To Gamma
- 10. Gamma’s Relationship With Spot And Strike Price
- 11. Gamma And Time To Expiry
- 12. Gamma And Volatility
- 13. Important Properties Of Gamma
- 14. Introduction To Theta
- 15. Theta’s Relationship With Spot And Strike Price
- 16. Theta And Time To Expiry
- 17. Theta And Volatility
- 18. Important Properties Of Theta
- 19. Rho
- 20. Introduction To Vega
- 21. Vega’s Relationship With Strike Price
- 22. Vega And Time To Expiry
- 23. Volatility
- 24. Volatility And Normal Distribution
- 25. Types Of Volatility
- 26. The VIX Index
- 27. Volatility Smile
- 28. Delta Neutral Hedging
- 29. Calendar Spread
- 30. Diagonal Spread With Calls
- 31. Diagonal Spread With Puts
- 32. Gamma Delta Neutral Option Strategy
- 33. Gamma Scalping
- 34. Put Call Parity
- 35. Options Arbitrage
- 36. Conversion-Reversal Arbitrage
- 37. Box Spread
- 38. Conclusion
Conclusion
Finally, now at the end of this module, we have learned that the price of an option largely varies for five factors: Delta, Gamma, Vega, Theta and Rho. These are combinedly known as Option Greeks. Not only that, we have learned how these options greeks affect the change in the price of an option but also discuss why they affect. For a trader, it becomes easy to trade options when they are completely aware of how and when the different options greeks affect the price at different time periods.
A 360 degree knowledge of options greeks helps a trader to implement several options strategies in the best possible manner that eventually increases the profitability while trading in the market. It is now time for you to implement these strategies you have learned from this module but don't expect a quick and huge chunk of money easily. This is because expertise comes with time and effort. So, keep practicing and develop your trading skills.
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