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Cross Sensitivity Measures

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

Option Sensitivity

One of the multiple tools that measure how an option's price and risk are affected by the underlying parameter on...

Skew Greek

A second-order cross greek that measures the absolute monetary change in delta for a 1 point change in volatility. It...

Cross Volga

A cross-Greek (a sensitivity measure for two-asset options or multiple-asset options) that captures the rate of change of vega in...

Cross Vomma

A cross-Greek (a sensitivity measure for two-asset options or multiple-asset options) that captures the rate of change of vomma in...

Multi-Asset Sensitivities

A special type of greeks or option sensitivities that express the cross effects between the underlying assets (cross gamma) and...

Option Sensitivities

Tools that measure how an option's price and risk are affected by the underlying parameter on which the value of...

Greexotics

The greeks of exotic derivatives- such as exotic options, exotic swaps, etc. Greexotics (or exotic greeks) measure the sensitivity of...

Exotic Greeks

The greeks of exotic derivatives- such as exotic options, exotic swaps, etc. Exotic greeks measure the sensitivity of exotic derivatives...

Cross Greeks

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...