All Options on the Table Curriculum
This module is a more academic discussion of what determines the price of an option.
Commonly referred to as “the Greeks,” this module defines the big five factors, namely:
- Delta, the relationship between the strike price of an option and the asset’s price
- Theta, the impact on time to expiration on an options price
- Vega, the impact of an asset’s volatility upon its option price
- Gamma, the rate of change in an option’s delta
- Rho, the impact of interest rates on an option’s price
Related Resources:
- Swan Insights - Delta Explained
- Swan Insights - Theta Explained
- Swan Insights - Vega Explained
- Swan Insights - Gamma Explained
- Swan Insights - Rho Explained