Voir iotafinance en FrançaisYou are viewing the English version of iotafinance.comIotafinance auf Deutsch sehen
Icon for the finance glossary section

Greeks - Financial definition

Tags: 

Concise definition of the term greeks

Term used in option risk management to collectively refer to the option price sensitivities.

Comprehensive definition of the term greeks

Option price sensitivities are: delta, gamma, vega, theta and rho.

Additional information related to this definition

Definitions of related terms

Delta  •  Gamma  •  Option  •  Rho  •  Theta  •  Vega

Formulas related to this definition

Delta of a call option  •  Delta of a put option  •  Gamma of an option  •  Rho of a call option  •  Rho of a put option  •  Theta of a call option  •  Theta of a put option  •  Vega of an option

Browse the financial glossary in alphabetical order