Option Sensitivities

New York Institute of Finance

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Self Paced Course

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$119.00

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Online (Self-paced)

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1 Hours

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Professional

Virtual Series Course

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$119.00

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1 Hours

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English

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17

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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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