The Greeks: Theta, Vega and Rho

Name: The Greeks: Theta, Vega and Rho
Channel: TheOCC
Description: Unlock the secrets of option pricing with a deep dive into the Greeks: Theta, Vega, and Rho, and how they affect option prices.

Greeks and Volatility

There are many factors that can impact the price of an option. Understanding the Greeks can give investors insight into specific factors that can influence prices, like time until expiration, implied volatility and interest rates. This rebroadcast from the OIC webinar program will explain in detail the Greeks: Theta, Vega and Rho, and how each of them influence option prices.

(3:30) - Greeks Overview
(5:27) - Theta
(19:22) - Vega
(38:54) - Rho