 This course is going to be on option Greeks. Once we've covered this course on the Greeks, it's all practical trading using analysis and simulation from this point onwards. Although the Greeks may be the last, they're definitely not the least. In fact, you'll realize that everything you've learned about options so far can be encapsulated into the four Greeks that we'll be studying in this course. We've been studying four factors that affect options pricing so far. The first is the price of the underlying stock. The second is the selection of certain strike prices in relation to the current price of the underlying stock. Then we looked at implied volatility and time decay. While it was great to study these variables individually, we must now accept that things are going to be a little bit more challenging than that. All of these factors are constantly in motion. So we have two challenges. The first one is to understand precisely how each of these factors affect option pricing. And the second challenge is to assess the impact when all four of these factors are at play at the same time. The second part is much more challenging because all of these factors are constantly at play when options are priced every second and every minute in the markets. So in this course, we're going to quantify all these variables. So we have to tackle the first challenge first. Understand how these variables are quantified and how they affect an option's position by themselves individually. For challenge number two, which is to understand their collective impact, we have to wait and go to the real trading environment. There are four main Greeks representing the four major factors that affect option pricing. They are Delta, Gamma, Vega and Theta. We'll also look at the Greeks in the context of the moneyness of an option.