Greeks display the pricing structure of Options products from different perspectives.
Greeks display the pricing structure of Options products from different perspectives. We’ve added 4 new units featuring Greeks to the Arkham Dashboard page. Newly available units:
> Delta: Option sensitivity to price movements of the underlying asset
> Gamma: Option sensitivity to the rate of change in price of the underlying asset
> Theta: Rate of an option’s value decay over time
> Vega: Option sensitivity to the volatility of the underlying asset