A risk measure for options which is computed by relating an option's theta to its gamma: Alpha = decay/ gamma...

A series of calculations which determine and reflect different profiles of risk exhibited by a stock or asset underlying a derivative in response to changes in...

A risk measure for options which is computed by relating an option's theta to its gamma: Alpha = decay/gamma This second-order greek expresses the quality of gamma...

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,...

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

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

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