Greeks Flashcards
1
Q
Delta is change of option price over ____?
A
increase of stock price
2
Q
Theta is change of option price over ____?
A
increase of Time
THETA = TIME
T
3
Q
Rho is change of option price over ____?
A
increase of risk free rate
RHO + RISK FREE RATE
R
4
Q
Vega is change of option price over ____?
A
increase of volatility
VEGA=VOLATILITY
V
5
Q
Psi is change of option price over ___ ?
A
increase of dividend
6
Q
Gamma is change of what over what?
A
Gamma is the change of DELTA over increase of stock price
7
Q
Delta put ( + or -)
A
-
8
Q
Delta call ( + or -)
A
+
9
Q
Gamma call ( + or -)
A
+
10
Q
Gamma put ( + or -)
A
-
11
Q
Rho call ( + or -)
A
+
12
Q
Rho put ( + or -)
A
-
13
Q
Vega call ( + or -)
A
+
14
Q
Vega put ( + or -)
A
+
15
Q
Theta call ( + or -)
A
-
16
Q
Theta put ( + or -)
A
-
17
Q
Psi call ( + or -)
A
-
18
Q
Psi put ( + or -)
A
+
