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 Option Trading Strategy
• 34. Put Call Parity
• 35. Options Arbitrage
• 36. Conversion-Reversal Arbitrage
• 37. Box Spread
• 38. Conclusion