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OPTION GREEKS VIDEO
 


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OPTION GREEKS VIDEO  

"Option Greeks Demystified"

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This is a brief review of the option Greeks. They are sensitivities: what is the change in option price with respect to [stock price | volatility | rate | term]. Delta: change in option price with respect to stock pric. Gamma: change in delta with respect to stock price. Vega: with respect to volatility. Rho: with respect to rate. Theta: with respect to term

Channel: Education
Uploaded: November 30, 1999 at 12:00 am
Author: bionicturtledotcom

Length: 08:35
Rating: 4.724138
Views: 25951

Tags: Finance  Excel  Derivatives  Stock  Options  

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Video Comments

bionicturtledotcom (November 30, 1999 at 12:00 am)
@TimbergoSpielbergo thanks, short but sweet and supportive!
TimbergoSpielbergo (November 30, 1999 at 12:00 am)
Excellent
abnchetan (November 30, 1999 at 12:00 am)
great exp. Thanks.
jptelthorst (November 30, 1999 at 12:00 am)
Can you explain how Delta, Gamma, etc, was calculated in this spreadsheet?
Airgutter87 (November 30, 1999 at 12:00 am)
Do gamma rays mutate your mom's rho, or is her vega to sore from delta's theta?
ashishsimsr5 (November 30, 1999 at 12:00 am)
Great 
jkuk123 (November 30, 1999 at 12:00 am)
you are amazing!
neeleshgupta (November 30, 1999 at 12:00 am)
Thanks for the excellent presentation. Althought at 4:21 you state "We have low delta close to 0 when the option is deeply Out of the Money, and also when the option is deeply in the money. The second part seems incorrect. Option delta for deeply in the money is 1.0".
gsus7125 (November 30, 1999 at 12:00 am)
What program are you using to check the Delta of an Option? I can't figure out how to check the greeks of an option at all. I been using Google and Yahoo Finance and they don't seem to have any way to view option greeks. I'm pretty new to this.
dishagupta1122 (November 30, 1999 at 12:00 am)
Theta, Vega and Rho are the rate of change in the portfolio value with respect to their respective variables, not the change in option price..

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