diff options
| author | nic <ra@afu.re> | 2025-03-24 13:49:28 -0400 |
|---|---|---|
| committer | nic <ra@afu.re> | 2025-03-24 13:49:28 -0400 |
| commit | c0a212c7b2b42919cb6bfad1e24664508362d2b1 (patch) | |
| tree | 0eba8853350f24cd42a8e317528b7a3d45e27f90 /Finance | |
| parent | 57b6220ef479f58849a97ff43aea2ce0511a1830 (diff) | |
Auto from nzxt - Mon 24 Mar 2025 01:49:28 PM EDT
Diffstat (limited to 'Finance')
| -rw-r--r-- | Finance/Fundamentals/Greeks.md | 5 | ||||
| -rw-r--r-- | Finance/Fundamentals/index.md | 6 |
2 files changed, 7 insertions, 4 deletions
diff --git a/Finance/Fundamentals/Greeks.md b/Finance/Fundamentals/Greeks.md new file mode 100644 index 0000000..1091100 --- /dev/null +++ b/Finance/Fundamentals/Greeks.md @@ -0,0 +1,5 @@ +Delta: Theoretical estimateof how much option premium change for 1$ move in stock + +Gamma: Rate of Change of Delta + + diff --git a/Finance/Fundamentals/index.md b/Finance/Fundamentals/index.md index c1d13f9..bed0c14 100644 --- a/Finance/Fundamentals/index.md +++ b/Finance/Fundamentals/index.md @@ -12,6 +12,8 @@ [[Technical_analysis]] +[[Greeks]] + # 11 Major Sector @@ -26,10 +28,6 @@ | Materials | Cyclical | | Energy | Value/Cyclical | -Delta: Theoretical estimateof how much option premium change for 1$ move in stock - -Gamma: Rate of Change of Delta - Notional exposure of calls/puts = # of options * 100 * strike price Sharpe Ratio = annualised returns / annualised std dev of portfolio |