Equity Options Greeks
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.
Overview
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
Summary
Expert
Imran Lakha
Imran has been an equity derivatives trader for over 20 years and has run European equity index options trading desks for Merrill Lynch and Citibank. He also spent time as a macro portfolio manager at Bluecrest Capital. Currently, Imran runs his own training company specialising in teaching people how to trade options. This is: Options Insight - Traders That Teach, www.options-insight.com
