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

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

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

A delta greek (belonging to the category of exotic greeks on delta) that represents the second-order partial derivative of delta...

A delta greek (belonging to the category of exotic greeks on delta) that represents the second-order partial derivative of delta...

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

An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...

The absolute change in option price in response to a percentage point change in volatility. Tau is used by traders...

The first-order sensitivity (delta) of the price of a multi-asset option to a move in the correlation(s) between two underlyings...

The first-order sensitivity (delta) of the price of a multi-asset option to a move in the correlation(s) between two underlyings...