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Greeks are named quantities representing sensitivity of option price to change in underlying parameters. Use of [greeks] tag should relate to one more named quantities, such as delta or gamma.

5
votes
3answers
Why is the gamma for an at the money option less when volatility increases. Intuitively ,I thought that increasing volatility means more uncertainty,hence the option price will be more sensitive to th …
asked Nov 21 '14 by Victor123
1
vote
1answer
Sometimes, I find an option where the total time value of the option may be 5 cents(rest is intrinsic value) and there are about 15 days to expiry and theta is .08 (8 cents). How is this possible. If …
asked Feb 27 '15 by Victor123
7
votes
1answer
What about the other Greeks like gamma and vega? Do the vega and gamma of a portfolio also equal the sum of the individual vegas and gammas of the option positions? …
asked Feb 11 '15 by Victor123
3
votes
1answer
Feel free to put in more realistic numbers for the greeks and IV, given the option price. …
asked Feb 26 '15 by Victor123
1
vote
1answer
What is the reason (better if it is intuitive, and not too math heavy), that when we talk of Greeks, we consider second derivative with respect to price (gamma), but only first derivative with respect … At least, most brokerage platforms only publish values for these Greeks. Why not consider the second derivative with respect to time and volatility? Are they not important? …
asked May 20 '15 by Victor123
5
votes
2answers
If an option A has higher vega than option B, does that also mean that A has a higher IV than B? I understand that by definition, a higher vega means that A's price is more sensitive to its IV than B. …
asked Feb 26 '15 by Victor123
2
votes
1answer
Let us say I bough a call calendar spread. Now, at expiry of the short option, the underlying has decreased significantly, and I am approaching my max loss(i.e both the options are close to 0). In th …
asked Feb 27 '15 by Victor123