2. Greek Philosophy

  1. Dan Passarelli

Published Online: 11 SEP 2012

DOI: 10.1002/9781118531846.ch2

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition

How to Cite

Passarelli, D. (2012) Greek Philosophy, in Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118531846.ch2

Publication History

  1. Published Online: 11 SEP 2012
  2. Published Print: 17 SEP 2012

ISBN Information

Print ISBN: 9781118133163

Online ISBN: 9781118531846

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Keywords:

  • option-pricing models;
  • options;
  • caveats;
  • rho;
  • delta

Summary

This chapter contains sections titled:

  • Price vs. Value: How Traders Use Option-Pricing Models

  • Delta

  • Gamma

  • Theta

  • Vega

  • Rho

  • Where to Find Option Greeks

  • Caveats with Regard to Online Greeks

  • Thinking Greek

  • Notes