The fundamental drivers of each Greek are examined so that the reader can understand why and how options have different values for these key Greeks. Standard methods for calculating the Greeks with their motivations are explained.
Different hedging strategies are discussed for each Greek, with the strengths and weaknesses examined. Several other practical trading techniques that make use of delta, vega and theta are also given.
A full set of exercises (with solutions) accompanies each chapter and an Appendix includes theoretical Greek values for some given model inputs, allowing further study.
Published by Volcube, the leading options education technology company. This is the fifth volume in the concise Advanced Options Trading Guide series. The series aims to present somewhat more advanced topics relating to options trading in a clear way with an emphasis on practice rather than theory.
Option Greeks for Traders Part I Delta, Vega & Theta (Volcube Advanced Optio.zip
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