Option Sensitivities

ITEM FIPR0257

Self Paced Course

Available Now
Online

$119.00

Online

1 Hours

English

Professional

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Option Sensitivities

This module looks at some measures that help describe an option's sensitivity to the various factors that determine pricing. They are: Delta, Gamma, Theta, Vega, Rho and Psi — better known as the Greeks. This course replicates the content from module 6 of the course Options.

CPE Credits: 1

Program Details (NASBA) View

Program Level	Intermediate
Prerequisites	This course has no prerequisites.
Advance Preparation	No advance preparation required.
Recent Revision Date	May 21, 2015
Instructional Delivery Method	QAS Self Study
Field of Study	Specialized Knowledge and Applications

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Curriculum

What you'll learn

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Duration : 1 hour

Introducing the Greeks
Delta
Impact of moneyness on Delta
Delta hedging
Gamma
impact of moneyness on Gamma
Theta
Vega
Rho and Psi

Option Sensitivities

Please complete this form and a NYIF Career Advisor will assist you.

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Please complete this form and a NYIF Career Advisor will assist you.

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Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in a valid email and phone number.

Select preferred contact method

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Where Wall Street Goes to SchoolTM!

Please select a time and date from the calendar to book a 15-minute call with a NYIF Career Advisor.

You can also reach us on +1 347 842 2501 or marketing@nyif.com

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Option Sensitivities

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Module 1: Overview