A measure of gearing which is calculated by multiplying the gearing of a call option (put option) by the call...
A measure of gearing which is calculated by multiplying the gearing of a call option (put option) by the call...
A measure of gearing which is calculated by multiplying the gearing of a call option (put option) by the call...
An abbreviation for deep-in-the-money elasticity; the elasticity of an option where its value doesn't respond to changes in the underlying...
The elasticity of an option where its value doesn't respond to changes in the underlying price. As such, it delta...
The elasticity of an option where its value increases (for a call) and decreases (for a put) one-for-one with the...
An abbreviation for deep-in-the-money elasticity; the elasticity of an option where its value increases (for a call) and decreases (for...
The elasticity of an option where its value increases (for a call) or decreases (for a put) almost one-for-two with...
The sensitivity of an option price to the change in its underlying asset price. Differently stated, it is the change...