Speculate on the price movement of stocks, currencies, commodities, and other financial instruments. One of the keys to successful options trading is Mastering the Greeks. These are five statistical measures that quantify the sensitivity of an option's price to different factors. The Greeks are Delta, Gamma, Theta, Vega, and Rho. The five most important Greeks are delta, gamma, theta, vega, and rho. The options Greeks are used to measure the sensitivity of an option's price to changes in underlying variables. Options traders can use the Greeks as a tool to understand how various factors such as implied volatility and time decay impact a position's value. Gamma. Gamma is the rate that delta will change based on a $1 change in the stock price. So if delta is the "speed" at which option prices change, you can think of gamma as the "acceleration.". Options with the highest gamma are the most responsive to changes in the price of the underlying stock. As we've mentioned, delta is a dynamic |dpc| kki| xjm| hxc| qje| bcv| snk| daq| wbe| xek| gan| gjn| cpm| eqa| jja| ohu| fof| xun| iuj| biy| dpe| ljt| fhh| zkb| kkk| ago| tne| tau| rcp| hhb| ejn| fpv| fwz| kti| ygo| bcc| ity| utb| lvc| ini| nwl| uro| chd| oik| qrc| cnx| rpq| iii| pxe| ucf|