NISM Series 8 (NISM VIII): Equity Derivatives Certification Exam Notes
Page 36 Of 102
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Theta: Measures option price sensitivity to time decay.
Vega: Measures option price sensitivity to volatility changes.
Rho: Measures option price sensitivity to interest rate changes.
Black-Scholes Model: Mathematical model for pricing European options.
Implied Volatility: Market’s estimate of future volatility reflected in option prices.
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