Equity Options Greeks
Imran Lakha
20 years: Equity derivatives trading
In this video, Imran explains the main options Greek in detail. He further explains the concept of gamma trading and how volatility traders delta hedge their options positions to trade volatility agnostic to market direction. He also gives us an overview of how the greek profile of a vanilla option changes as we move through strike price and also as we pass through time.
In this video, Imran explains the main options Greek in detail. He further explains the concept of gamma trading and how volatility traders delta hedge their options positions to trade volatility agnostic to market direction. He also gives us an overview of how the greek profile of a vanilla option changes as we move through strike price and also as we pass through time.
Equity Options Greeks
18 mins 31 secs
The three main options Greeks are Delta, Gamma and Theta.
Key learning objectives:
Identify the different Option Greeks
Understand the concept of Gamma Trading
Understand how volatility traders delta hedge their options positions to trade volatility agnostic to market direction
Imran Lakha
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