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Option Trading

Option Trading

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Published by ankit_85

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Categories:Types, Research
Published by: ankit_85 on Nov 18, 2010
Copyright:Attribution Non-commercial

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06/23/2013

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Presented By:Ankit AgarwalMMS -201
 
Op
tions arederivative instruments, as their fair
p
rice derives from the value of the other asset,called theunderlying.
Measure the sensitivity of the
p
rice ofstocko
p
tionsin relation to 4 different factors:
Changes in the underlying stock
p
rice
Volatility
Time decay
Interest rate
 
The 5
Op
tion Greeks are:
Delta
(
Greek Symbol
)
G
amma
(
Greek Symbol
)
 
V
ega
Theta
(
Greek Symbol
)
ho
(
Greek Symbol
)

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