greek your risk - tradersfly...greek your risk delta price risk gamma price risk theta time risk...
TRANSCRIPT
Greek Your Risk
Delta Price risk
Gamma Price risk
Theta Time risk
Vega Volatility risk
Rho Interest rate risk
YOUR DELTA PRICE UP $1 PRICE DOWN $1 PRICE UP $7 PRICE DOWN $7
3 $3 -$3 $21 -$21
20 $20 -$20 $140 -$140
-5 -$5 $5 -$35 $35
-42 -$42 $42 -$294 $294
YOUR DELTA GAMMANEW DELTA AFTER 1 PT
MOVE HIGHERNEW DELTA AFTER 1 PT
MOVE LOWER
YOUR THETA 1 DAY 3 DAYS 15 DAYS 45 DAYS
STOCK PRICE VOLATILITY
YOUR VEGA STOCK PRICE GOES UP STOCK PRICE GOES DOWN VEGA DOWN 2% VEGA UP 2%
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