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  • P&L at Expiration Options Greeks Chart

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    Zero Watts
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    Strata graph

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    Strata graph

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    7 views2 pages

    P&L at Expiration Options Greeks Chart

    Uploaded by

    Zero Watts
    Strata graph

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    P&L at Expiration Delta

    2.00 1.20

    1.00 1.00

    0.00 0.80
    20 21 22 23 24 25 26 27 28 29 30
    -1.00 0.60
    -2.00 0.40
    -3.00 0.20
    -4.00
    0.00
    -5.00 20 21 22 23 24 25 26 27 28 29

    Gamma Theta

    0.00 0.02
    20 21 22 23 24 25 26 27 28 29 30 0.02
    -0.05 0.01
    0.01
    -0.10 0.01
    0.01
    -0.15 0.01
    0.00
    -0.20 0.00
    0.00
    -0.25 20 21 22 23 24 25 26 27 28 29

    Vega Rho

    0.00 0.00
    20 21 22 23 24 25 26 27 28 29 30 0.00 20 21 22 23 24 25 26 27 28 29
    0.00
    0.00
    -0.01 -0.01
    -0.01
    -0.02
    -0.01
    -0.02 -0.01
    -0.01
    -0.03
    -0.02
    -0.03 -0.02
    elta

    25 26 27 28 29 30

    heta

    25 26 27 28 29 30

    Rho

    25 26 27 28 29 30

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