NISM Series XIII Common Derivatives Certification Exam Notes
Page 235 Of 303
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Option Greeks: Delta, Gamma, Vega, Theta, Rho measure price sensitivities.
Delta: Change in option price per unit change in underlying price.
Gamma: Rate of change in Delta per unit change in underlying price.
Vega: Sensitivity to changes in volatility.
Theta: Time decay effect on option price.
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