Understanding Delta and Option Price Sensitivity

Introducing the Greeks: Your Options Dashboard

Learn how Delta, Gamma, Theta and Vega each map to a component of a car's dashboard — speed, acceleration, fuel and weather — and why tracking all four is essential to understanding what drives an option's price.

Netting the Greeks

"When we turn a short option into a spread, we are reducing our profits, but we're also reducing our losses." Learn the significance of the Greeks in this hypothetical scenario.

Option Greeks as a Dashboard

In this video, Mat will use metaphor to summarize the Greeks as the building blocks of optionality.

Selling the Greeks

Learn how investors might use the Greeks to understand theoretical changes in option's prices.

The Full Greeks Dashboard: Putting It All Together

See how Delta, Gamma, Theta and Vega work together in a single trade, and test your knowledge with two audience scenarios — including why relying on delta alone is like driving while ignoring your fuel gauge, accelerator and the weather.

Understanding the Option Greeks

Tune in for an overview of Delta, Gamma, Theta, Vega and Rho.

The Greeks: Theta, Vega and Rho

This rebroadcast from the OIC webinar program will explain in detail the Greeks: Theta, Vega and Rho, and how each of them influence option prices.