Option Sensitivities - Online

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 lesson 6 of the course Options - Online

This is an asynchronous eLearning course that can be accessed 24/7 from any internet enabled computer. Subscription period for this course is 90 days.

Available TodayOnlineUSD$60.00
Instructional Method:
Self-Study
Level: Intermediate

CPE CREDITS
1
Floor and compliance personnel, trade support staff seeking advancement, marketing staff and private investors.
Students will be able to:
  • Recognize each of the Greeks
  • Identify the role of Delta and Gamma in defining an option's sensitivity to change
  • Identify the role of Theta, Vega, Rho and Psi in defining an option's sensitivity to change
"The course is very educational and extremely well written."
"Very useful examples and graphics."
  • Risk Management Using Derivatives - Online
  • Forwards & Futures - Online
  • Credit Derivatives - Online
  • Swaps - Online
  • Options Markets I
    • Option Sensitivities
    Topics covered include:
    • Introducing the Greeks
    • Delta
    • Impact of moneyness on Delta
    • Delta hedging
    • Gamma
    • impact of moneyness on Gamma
    • Theta
    • Vega
    • Rho and Psi
    Duration: 1 hour

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