From c0a212c7b2b42919cb6bfad1e24664508362d2b1 Mon Sep 17 00:00:00 2001 From: nic Date: Mon, 24 Mar 2025 13:49:28 -0400 Subject: Auto from nzxt - Mon 24 Mar 2025 01:49:28 PM EDT --- Finance/Fundamentals/Greeks.md | 5 +++++ Finance/Fundamentals/index.md | 6 ++---- 2 files changed, 7 insertions(+), 4 deletions(-) create mode 100644 Finance/Fundamentals/Greeks.md (limited to 'Finance') 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 -- cgit v1.2.3