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2. Greeks (finance) - Wikipedia

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

   For a vanilla option, delta will be a number between 0.0 and 1.0 for a long call (or a short put) and 0.0 and −1.0 for a long put (or a short call); depending on price, a call option behaves as if one owns 1 share of the underlying stock (if deep in the money), or owns nothing (if far out of the money), or something in between, and conversely ...

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

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

   The option Greeks are key metrics that you need to know if you’re trading options. The Greeks help traders understand how options prices will move in response to changes in major factors such as ...

4. 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 ...

5. Option symbol - Wikipedia

   en.wikipedia.org/wiki/Option_symbol

   Options Clearing Corporation's (OCC) Options Symbology Initiative (OSI) mandated an industry-wide change to a new option symbol structure, resulting in option symbols 21 characters in length. March 2010 - May 2010 was the symbol consolidation period in which all outgoing option roots will be replaced with the underlying stock symbol.

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

   www.aol.com/option-greeks-measure-risk-191352521...

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7. Volatility arbitrage - Wikipedia

   en.wikipedia.org/wiki/Volatility_arbitrage

   To an option trader engaging in volatility arbitrage, an option contract is a way to speculate in the volatility of the underlying rather than a directional bet on the underlying's price. If a trader buys options as part of a delta-neutral portfolio, he is said to be long volatility. If he sells options, he is said to be short volatility. So ...

8. Finite difference methods for option pricing - Wikipedia

   en.wikipedia.org/wiki/Finite_difference_methods...

   Finite difference methods were first applied to option pricing by Eduardo Schwartz in 1977. [2] [3]: 180 In general, finite difference methods are used to price options by approximating the (continuous-time) differential equation that describes how an option price evolves over time by a set of (discrete-time) difference equations.

9. 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.