A Week for the Greeks

Monday, November 30, 2009
This week at the Not-so-implied Volatility blog we're going to talk about the 'Greeks.' You might be wondering: "why do I care about a bunch of hairy men?" Luckily for us, hairy men have nothing to do with it! The Greeks are a set of analytical calculations for option positions! Here's the bunch of 'em:

  • Delta
  • Gamma
  • Theta
  • Vega
  • Rho











Five Greek symbols will make for a lot of learning, so make sure to stop back on by!

Talk to you soon,

Spencer Sundahl

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