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  2. 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 ...

  3. Greeks (finance) - Wikipedia

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

    The Greeks of European options (calls and puts) under the Black–Scholes model are calculated as follows, where (phi) is the standard normal probability density function and is the standard normal cumulative distribution function. Note that the gamma and vega formulas are the same for calls and puts.

  4. Valuation of options - Wikipedia

    en.wikipedia.org/wiki/Valuation_of_options

    Strike price: The distance of the strike price from spot also affects option premium. If NIFTY goes from 5000 to 5100, the premium of 5000 strike and of 5100 strike will change more than a contract with strike of 5500 or 4700. Volatility of underlying: The underlying security is a constantly changing entity.

  5. Black–Scholes model - Wikipedia

    en.wikipedia.org/wiki/Black–Scholes_model

    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. [23] Delta is the most important Greek since this usually confers the largest risk.

  6. Finite difference methods for option pricing - Wikipedia

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

    As above, the PDE is expressed in a discretized form, using finite differences, and the evolution in the option price is then modelled using a lattice with corresponding dimensions: time runs from 0 to maturity; and price runs from 0 to a "high" value, such that the option is deeply in or out of the money.

  7. 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.

  8. Ladder (option combination) - Wikipedia

    en.wikipedia.org/wiki/Ladder_(option_combination)

    A ladder's Greeks are generally similar to a strangle. [1] Generally, a short ladder is long gamma, short theta, and long vega, while a long ladder is short gamma, long theta, and short vega. [1] A short ladder has limited risk and unlimited potential profit, while a long ladder has unlimited risk and limited potential profit. [6] [7] [8] [9]

  9. Option (finance) - Wikipedia

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

    In finance, an option is a contract which conveys to its owner, the holder, the right, but not the obligation, to buy or sell a specific quantity of an underlying asset or instrument at a specified strike price on or before a specified date, depending on the style of the option.