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Vanilla Greeks

A vanilla Greek is a first-order derivative of the option value with respect to some variable such as underlying’s price, volatility, interest...

Theta

A measure (first-order greek) of the rate of change in the value of an option with respect to the passage...

1st Order Greeks

A 1st order Greek is a first-order derivative of the option value with respect to some variable such as underlying’s price, volatility,...

First-Order Greeks

A first-order Greek is a first-order derivative of the option value with respect to some variable such as underlying’s price, volatility, interest rate,...