Understanding the Option Greeks
Greeks and VolatilityThis rebroadcast from the OIC webinar program will focus on one of the most important concepts of options, the Greeks. In this one-hour webinar, we will explain the impact that the Greeks can have on options pricing and on an investor's options position. Tune in for an overview of Delta, Gamma, Theta, Vega and Rho.
(5:56) - Greeks Overview
(9:08) - Delta
(22:12) - Gamma
(31:17) - Theta (Time Decay)
(40:54) - Implied Volatility and Vega
(53:20) - Rho and Interest Rates