Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...

An option's delta can help traders decipher what a move in the underlying stock means for their potential profits Making sense of options pricing is no simple task, especially given the frequent ...

With Excel, you can create simple calculators that speed up calculations you perform frequently. Among the many calculators that you can create with Excel is one that handles the pricing of options, ...

Making sense of options pricing is no simple task, especially given the frequent fluctuation of the factors that determine an option's premium. "Greeks" are a set of metrics that determine why, how, ...