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

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

    A good options calculator can offer information on the Greeks, allowing you to assess changes in the option’s value at various stock prices and times. For example, a calculator lets you raise ...

  3. Greeks (finance) - Wikipedia

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

    In mathematical finance, the Greeks are the quantities (known in calculus as partial derivatives; first-order or higher) representing the sensitivity of the price of a derivative instrument such as an option to changes in one or more underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent.

  4. Options strategy - Wikipedia

    en.wikipedia.org/wiki/Options_strategy

    Options spreads are the basic building blocks of many options trading strategies. [6] A spread position is entered by buying and selling options of the same class on the same underlying security but with different strike prices or expiration dates. An option spread shouldn't be confused with a spread option.

  5. 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 ...

  6. 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.

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

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

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  8. Margrabe's formula - Wikipedia

    en.wikipedia.org/wiki/Margrabe's_formula

    Margrabe's model of the market assumes only the existence of the two risky assets, whose prices, as usual, are assumed to follow a geometric Brownian motion.The volatilities of these Brownian motions do not need to be constant, but it is important that the volatility of S 1 /S 2, σ, is constant.

  9. Valuation of options - Wikipedia

    en.wikipedia.org/wiki/Valuation_of_options

    In finance, a price (premium) is paid or received for purchasing or selling options.This article discusses the calculation of this premium in general. For further detail, see: Mathematical finance § Derivatives pricing: the Q world for discussion of the mathematics; Financial engineering for the implementation; as well as Financial modeling § Quantitative finance generally.