tastytrade
tastytrade: The Skinny On Options MathEpisodes
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The Greeks describe the sensitivity of option prices to various factors and understanding them can help us judge positions. Vega may not really be a Greek letter, but it is a real Greek and one of particular importance to those selling premium.
The Greeks describe the sensitivity of option prices to various factors and understanding them can help us judge positions. Vega may not really be a Greek letter, but it is a real Greek and one of particular importance to those selling premium.
Usually, the performance of an asset is judged by its returns: what percentage of its starting value it moved up or down. In financial models, however, what are generally described mathematically are the related but different log-returns. Today
Usually, the performance of an asset is judged by its returns: what percentage of its starting value it moved up or down. In financial models, however, what are generally described mathematically are the related but different log-returns. Today
The Black-Scholes model may not be correct, but that doesn't mean it's useless. Even relaxing the assumptions, it still allows mathematicians to assert relationships between various market quantities. Today, Jacob joins Mike and Nick to explore
The Black-Scholes model may not be correct, but that doesn't mean it's useless. Even relaxing the assumptions, it still allows mathematicians to assert relationships between various market quantities. Today, Jacob joins Mike and Nick to explore
Moments, such as standard deviation and skewness, are statistics that can help understand the shape of distributions. For market returns, the VIX tries to describe the standard deviation; SKEW is another CBOE index that attempts to capture the
Moments, such as standard deviation and skewness, are statistics that can help understand the shape of distributions. For market returns, the VIX tries to describe the standard deviation; SKEW is another CBOE index that attempts to capture the
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