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Option Greeks for Traders : Part I, Delta, Vega & Theta (Extrinsiq Advanced Options Trading Guides, #5)
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Understanding the option Greeks is the key to successful option trading and risk management. This Extrinsiq guide offers an in-depth and intuitive guide to the most critical Greeks; delta, vega and theta. In clear, well-written English, each of the Greeks is defined and the market terminology employed by practising traders is explained. The fundamental drivers of each Greek are examined so that the reader can understand why and how options have different values for these key Greeks. Standar...