Description:

This course covers everything you need to know about Option Greeks, which are mathematical calculations that measure the risk and sensitivity of options trading. You will learn how to calculate and interpret Delta, Gamma, Theta, Vega, and Rho to make informed decisions and manage your options portfolio effectively.

Key Highlights:

• Understanding the risk and sensitivity of options trading
• Calculating and interpreting Delta, Gamma, Theta, Vega, and Rho
• Making informed decisions in options portfolio management

What you will learn:

• Learn to calculate Delta
  Understand how Delta measures the change in an option's price relative to the change in the underlying asset
• Gain insights into Gamma
  Discover how Gamma measures the rate of change of Delta and the option's sensitivity to movement in the underlying asset
• Master Theta calculations
  Learn about Theta and how it measures the time decay of an option's value as it approaches expiration
• Explore Vega and volatility
  Understand how Vega quantifies an option's sensitivity to changes in implied volatility
• Understand Rho and interest rates
  Discover how Rho measures an option's sensitivity to changes in interest rates

Master the art of options trading with in-depth knowledge of Option Greeks