Black-Scholes Model
A widely used formula to calculate option prices using:
Stock price
Strike price
Time to expiry
Volatility
Risk-free interest rate
Greeks
Delta: Measures sensitivity of option price to underlying price changes.
Gamma: Measures delta’s rate of change.
Theta: Measures time decay of option.
Vega: Measures sensitivity to volatility.
Rho: Measures sensitivity to interest rates.
Understanding Greeks is critical for managing risk and strategy adjustments.
A widely used formula to calculate option prices using:
Stock price
Strike price
Time to expiry
Volatility
Risk-free interest rate
Greeks
Delta: Measures sensitivity of option price to underlying price changes.
Gamma: Measures delta’s rate of change.
Theta: Measures time decay of option.
Vega: Measures sensitivity to volatility.
Rho: Measures sensitivity to interest rates.
Understanding Greeks is critical for managing risk and strategy adjustments.
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Feel free to ask any questions. I'm here to help!
Details:
Contact : +91 7678446896
Email: skytradingmod@gmail.com
WhatsApp: wa.me/7678446896
Related publications
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Hello Everyone! 👋
Feel free to ask any questions. I'm here to help!
Details:
Contact : +91 7678446896
Email: skytradingmod@gmail.com
WhatsApp: wa.me/7678446896
Feel free to ask any questions. I'm here to help!
Details:
Contact : +91 7678446896
Email: skytradingmod@gmail.com
WhatsApp: wa.me/7678446896
Related publications
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.