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Greeks and Volatility

For every options investor, a solid understanding of the Greeks and volatility is essential. This chapter focuses on those topics, covering delta, theta, implied volatility and much more. 

Read on OIC's Site

 

Watch OIC Videos

  • Understanding Options Greeks
  • Delta
  • Gamma
  • Theta
  • Vega
  • Rho
  • Time Erosion vs. Delta Effect
  • Putting It All Together
  • Volatility and the Greeks
  • Black-Scholes Formula
  • Historical and Implied Volatility Calculator
  • FAQ: Technical Information
 
  • Implied and Historical Volatility
  • The Greeks Explained
  • Improve Trades Using Implied Volatility
  • Volatility: Fuel For Moving Markets
  • High and Low Volatility Strategies

Listen to Podcasts

   
  • Options Talk: The Greeks, Part 1
  • Options Talk: The Greeks, Part 2
  • Options Talk: The Greeks, Part 3
  • Options Talk: Historical vs. Implied Volatility - Defining Volatility (Part 1 of 3)
  • Options Talk: Historical vs. Implied Volatility - A Comparison (Part 2 of 3)
  • Options Talk: Historical vs. Implied Volatility - Vega (Part 3 of 3)
  • Options Talk: Volatility Collapse and Explosion
  • Options Talk: Volatility and Earnings
  • Options Talk: Theta Risk and Volatility
  • Options Talk: Options Skew, Part 1
  • Options Talk: Options Skew, Part 2
  • Options Talk: Options Skew, Part 3
  • Options Talk: Horizontal and Vertical Skews
   
Learning Resources by Topic
  • Introduction to Options
  • LEAPS® and Outright Positions
  • Options Core Concepts
  • Strategy Development
  • Greeks and Volatility
  • Simple Spreads and Verticals
  • Advanced Positions
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