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Forward Bleed

A bleed that measures the effect of time on an option contract (or an options portfolio) as it becomes closer...

Backward Bleed

A bleed that measures the effect of time on an option contract (or an options portfolio) as it goes farther...

Delta Decay

A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of time. In other words,...

Delta Bleed

A change in the sensitivity of an option (or generally a derivative) with the passage of time, holding everything else constant (e.g., volatility)....

Gamma Bleed

A change in the gamma of an option (or generally a derivative) with the passage of time, holding everything else constant (e.g.,...

Bleed

A change in the sensitivity of an option (or generally a derivative) with the passage of time, holding everything else constant (e.g., volatility)....