Thanks for the excellent presentation. Althought at 4:21 you state "We have low delta close to 0 when the option is deeply Out of the Money, and also when the option is deeply in the money. The second part seems incorrect. Option delta for deeply in the money is 1.0".
What program are you using to check the Delta of an Option? I can't figure out how to check the greeks of an option at all. I been using Google and Yahoo Finance and they don't seem to have any way to view option greeks. I'm pretty new to this.
I am doing a MSc in Banking & Finance and I gonna start to do an internship in equity derivatives sales. Your videos are great to brush up my skills. Thx a lot for your fantastic work! Keep going!
Yes because gamma is rate of change of delta, so the Gamma plot is understood by rate of change in delta; e.g., gamma going to zero b/c delta is stabilizing.
Θ+(r-q)SΔ+0.5σ^2S^2Γ=rf
gamma is "curvature"
so,delta hedging with curvature is below
ΔΠ=ΘΔt+(ΓΔS^2)/2
6000deepsead 2 weeks ago in playlist finance
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joakimbieber 3 weeks ago
Excellent
TimbergoSpielbergo 3 months ago
@TimbergoSpielbergo thanks, short but sweet and supportive!
bionicturtledotcom 3 months ago
great exp. Thanks.
abnchetan 5 months ago
Can you explain how Delta, Gamma, etc, was calculated in this spreadsheet?
jptelthorst 6 months ago
Do gamma rays mutate your mom's rho, or is her vega to sore from delta's theta?
Airgutter87 8 months ago
Great
ashishsimsr5 8 months ago
you are amazing!
jkuk123 8 months ago
Thanks for the excellent presentation. Althought at 4:21 you state "We have low delta close to 0 when the option is deeply Out of the Money, and also when the option is deeply in the money. The second part seems incorrect. Option delta for deeply in the money is 1.0".
neeleshgupta 11 months ago
What program are you using to check the Delta of an Option? I can't figure out how to check the greeks of an option at all. I been using Google and Yahoo Finance and they don't seem to have any way to view option greeks. I'm pretty new to this.
gsus7125 11 months ago
Theta, Vega and Rho are the rate of change in the portfolio value with respect to their respective variables, not the change in option price..
dishagupta1122 1 year ago
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cmonjes80 1 year ago
someone can tell me how to read gamma
cmonjes80 1 year ago
someone can tell me how to read gamma
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Jimmie379 1 year ago
I am doing a MSc in Banking & Finance and I gonna start to do an internship in equity derivatives sales. Your videos are great to brush up my skills. Thx a lot for your fantastic work! Keep going!
svica 1 year ago
yes he made a mistake ITM options have delta close to 1 @shuzhi6
yaso0503 1 year ago
Excellent explanation! Thank you!
paracho10 2 years ago
very informative, thanks for taking the time to post this, I'm a big fan.
ImReallyTrying2 2 years ago
excellent, thank you very much
ydrohoos7 2 years ago
Very Good explanation of Options Greeks.
johnolagues 2 years ago
In exlaining Gamma, it is repeatedly quoting Delta.
FormosaFinance 3 years ago
Yes because gamma is rate of change of delta, so the Gamma plot is understood by rate of change in delta; e.g., gamma going to zero b/c delta is stabilizing.
bionicturtledotcom 3 years ago
When explaining Gamma, it is repeatedly saying Delta.
FormosaFinance 3 years ago
The 5th term should be Theta.
FormosaFinance 3 years ago