Delta in Option Greeks (∆)
by PRASHANT SHAH -
Delta is regarded as one of the most significant Options Greeks. Let me tell you a fun story before we discuss it in detail. See the below picture. The name of that tall guy is Dora Nifty. The three small guys are his kids. They are going to run a race. Others are spectators. The ... Read more
Gamma in Option Greeks (γ)
by PRASHANT SHAH -
We discussed Dora Nifty and her children’s participation in a race. Let’s continue with that example. They ran a second phase of the race. The Dora Nifty moves from 100 to 200. But other kids could not run at the same speed. The second kid jumped from 50 to 120. He took an energy drink, ... Read more
Theta in Option Greeks (Θ)
by PRASHANT SHAH -
It is easy for you to understand theta decay. Let’s discuss another example of Dora Nifty. Dora Nifty decided to run the race from 0 to 200 meters in 10 minutes. He was prepared for the race. When he started, he had a better chance of completing the race in 10 minutes. He went till ... Read more
Delta in Option Greeks (∆)
by PRASHANT SHAH -
Delta is regarded as one of the most significant Options Greeks. Let me tell you a fun story before we discuss it in detail. See the below picture. The name of that tall guy is Dora Nifty. The three small guys are his kids. They are going to run a race. Others are spectators. The ... Read more
Gamma in Option Greeks (γ)
by PRASHANT SHAH -
We discussed Dora Nifty and her children’s participation in a race. Let’s continue with that example. They ran a second phase of the race. The Dora Nifty moves from 100 to 200. But other kids could not run at the same speed. The second kid jumped from 50 to 120. He took an energy drink, ... Read more
Theta in Option Greeks (Θ)
by PRASHANT SHAH -
It is easy for you to understand theta decay. Let’s discuss another example of Dora Nifty. Dora Nifty decided to run the race from 0 to 200 meters in 10 minutes. He was prepared for the race. When he started, he had a better chance of completing the race in 10 minutes. He went till ... Read more
