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Expiry ()Value (V) Delta Vega Theta
Definition of Greeks as the sensitivity of an option's price and risk (in the first column) to the underlying parameter (in the first row). First-order Greeks are in blue.<
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Greeks (finance) - Wikipedia, the free encyclopedia or4.2 Speed4.3 Ultima4.4 Zomma
5 Greeks for multi-asset options6 Formulas for European option Greeks7 Related measures
7.1 Bond duration and convexity7.2 Beta7.3 Fugit
8 See also9 Notes10 References11 External links
Use of the Greeks
Expiry ()Value (V) Delta Vega ThetaDelta () GammaVannaCharmVega () VannaVommaVetaGamma () SpeedZommaColorVomma UltimaTotto
Definition of Greeks as the sensitivity of an option's price and risk (in the first column) to the underlying parameter (in the first row). First-order Greeks are in blue, second-order Greeks are in green, and third-order Greeks are in yellow. Note that vanna appears twice as it should, and rho is left out as it is not as important as the rest.
The Greeks are vital tools in risk management. Each Greek measures the sensitivity of the value of a portfolio to a small change in a given underlying parameter, so that component risks
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