# What is Option Greeks

## Call Delta (C Δ)

option greeks delta is the total quantum call option price is anticipated to move grounded on an INR 1 change in the beginning security. Delta of a call option has a range between zero and one

## Implied volatility

Unexpressed Volatility represents the anticipated volatility of a stock over the life of the option. Option decorations reply to the change in volatility prospects.

## Put Delta (P Δ)

The total quantum put option price is anticipated to move grounded on an INR 1 change in the beginning security. Delta of a put option has a range between zero and negative bone.

### Vega

Vega measures the rate of change in an option’s price per 1 change in the inferred volatility of the underpinning stock.

### Theta

Theta measures the change in the price of an option for a one- day drop in its time to expiration.

### Gamma

option greeks gamma is measures the rate of change in the option delta with respect to changes in the beginning price.

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