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  2. Greeks (finance) - Wikipedia

    en.wikipedia.org/wiki/Greeks_(finance)

    Most long options have positive gamma and most short options have negative gamma. Long options have a positive relationship with gamma because as price increases, Gamma increases as well, causing Delta to approach 1 from 0 (long call option) and 0 from −1 (long put option). The inverse is true for short options. [11]

  3. The option Greeks: The key factors that move option prices - AOL

    www.aol.com/finance/option-greeks-key-factors...

    The option Greeks can be tied to major inputs in option pricing equations such as the Black-Scholes model, and the Greeks show how an option price would theoretically change in response to a ...

  4. Options strategy - Wikipedia

    en.wikipedia.org/wiki/Options_strategy

    The most bearish of options trading strategies is the simple put buying or selling strategy utilized by most options traders. The market can make steep downward moves. Moderately bearish options traders usually set a target price for the expected decline and utilize bear spreads to reduce cost.

  5. Black–Scholes model - Wikipedia

    en.wikipedia.org/wiki/Black–Scholes_model

    One Greek, "gamma" (as well as others not listed here) is a partial derivative of another Greek, "delta" in this case. The Greeks are important not only in the mathematical theory of finance, but also for those actively trading. Financial institutions will typically set (risk) limit values for each of the Greeks that their traders must not exceed.

  6. Options chain: Here’s how to read and understand them - AOL

    www.aol.com/finance/options-chain-read...

    The best brokers for options trading may offer a wider selection of data in their chain, including option Greeks such as delta. These options Greeks can help you make sense of how an option price ...

  7. How to Use Option Greeks to Measure Risk - AOL

    www.aol.com/finance/option-greeks-measure-risk...

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  8. Local volatility - Wikipedia

    en.wikipedia.org/wiki/Local_volatility

    The same holds for put options and all other simple contingent claims. The same convex combination applies also to several option greeks like Delta, Gamma, Rho and Theta. The mixture dynamics is a flexible model, as one can select the number of components according to the complexity of the smile.

  9. Vanna–Volga pricing - Wikipedia

    en.wikipedia.org/wiki/Vanna–Volga_pricing

    The weighting factors and represent respectively the amount of RR needed to replicate the option's Vanna, and the amount of BF needed to replicate the option's Volga. The above approach ignores the small (but non-zero) fraction of Volga carried by the RR and the small fraction of Vanna carried by the BF.