What is Option Greeks?
Option Greeks (also called greeks, delta, theta, vega) — Measures of an option’s sensitivity to factors: delta (price), theta (time decay), vega (volatility), gamma and rho.
In simple terms
Theta shows how much premium an option loses each day as expiry nears.
Why Option Greeks matters when you invest
Understanding option greeks helps you make better-informed decisions when you invest and trade on ROAR by DP TradeKING. Open a free account to put it into practice — ₹0 delivery brokerage and zero-commission direct mutual funds.
Option Greeks — frequently asked questions
What is Option Greeks?
Measures of an option’s sensitivity to factors: delta (price), theta (time decay), vega (volatility), gamma and rho.
What does Option Greeks mean in the stock market?
Measures of an option’s sensitivity to factors: delta (price), theta (time decay), vega (volatility), gamma and rho. Theta shows how much premium an option loses each day as expiry nears.
Can you give an example of Option Greeks?
Theta shows how much premium an option loses each day as expiry nears.
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