5 课时 关于 18 分钟 10 随堂练习 最终测验: 8 道题 免费，无需注册
The five sensitivities that describe how an option's price behaves.
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- Use delta to estimate an option's response to a $1 stock move, and as a moneyness scale.
- Explain how gamma changes delta, and why it peaks near the money close to expiry.
- Estimate daily time decay with theta and repricing from volatility with vega.
- Explain when rho matters and when it can be set aside.
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课程大纲
请按顺序学习，每节课结束时有一个简短测验- ✓ DeltaHow much an option's price moves per one-dollar move in the stock, and why traders also use it as a moneyness scale. 3 分钟
- ✓ GammaThe rate at which delta itself changes as the stock moves — the curvature behind an option's price response. 3 分钟
- ✓ ThetaThe model's estimate of how much value an option loses per day from the passage of time alone, all else equal. 3 分钟
- ✓ VegaHow much an option's price changes when implied volatility moves by one percentage point. 3 分钟
- ✓ RhoHow much an option's price changes when interest rates move by one percentage point — the quietest of the greeks. 3 分钟
- ★ 最终测验8 道题 · 及格分 6/8 · 完成所有课程测验后解锁 4 分钟
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