Module 4 - Options Pricing Factors (23:48)

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:

  1. Delta, the relationship between the strike price of an option and the asset’s price 
  2. Theta, the impact on time to expiration on an options price 
  3. Vega, the impact of an asset’s volatility upon its option price 
  4. Gamma, the rate of change in an option’s delta
  5. Rho, the impact of interest rates on an option’s price



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