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Spreads and Greeks — The Greeks — Delta, Gamma, Theta, Vega, Rho
Master the five Greeks that quantify options risk — Delta measures directional exposure, Gamma measures how Delta changes, Theta measures time decay, Vega measures volatility sensitivity, and Rho measures interest rate sensitivity. Real numerical examples showing how Greeks interact and drive P&L.
⏱ 15 minModule D3.1
// What you'll learn
- Master the five Greeks that quantify options risk — Delta measures directional exposure, Gamma measures how Delta changes, Theta measures time decay, Vega measures volatility sensitivity, and Rho measures interest rate sensitivity.
- Real numerical examples showing how Greeks interact and drive P&L.
// Full access
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