Webinar: The Greeks II: Vega, Rho and Second-Order Greeks

The second OIC webinar for March continues the discussion of the Greeks, focusing on inputs that measure how implied volatility and interest rates can affect pricing. On March 15, OIC instructor Mat Cashman will lead a free, live presentation to further investors' understanding of the Greeks. Among the discussion points are: 

• A review of Delta, Gamma and Theta 
• Vega: Measuring the impact of implied volatility on option prices 
• Rho: How risk-free rate moves can affect option prices 
• An overview of second-order Greeks 

Sign up today for the second Greeks webinar in March. Plus, registration provides access to all of OIC's past instructional webinars, which can be reviewed any time