Alan Ellman's Option Greeks Analyzed for Retail Investors
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Cost
Paid
Published
2016
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Alan Ellman's Option Greeks Analyzed for Retail Investors: Understanding the Factors that Influence the Value and Risk of our Option Positions
Alan Ellman's Option Greeks Analyzed for Retail Investors provides an overview of the Option Greeks that assist us in understanding the forces that influence the value of our option premiums. This book will define and explain how each of these Greeks influences option value and the risk they represent in our options positions.
The five Greeks include:
- Delta (changes in share price)
- Gamma (changes in Delta)
- Vega (changes in implied volatility)
- Theta (time decay)
- Rho (changes in short-term interest rates)