### Alan Ellman’s E-Book Option Greeks Analyzed for Retail Investors

This e-book is an *overview* of Option Greeks are a series of variables

that assist us in understanding the forces

that influence the value of our option premiums.

#### The five Greeks include:

• Delta (changes in share price)

• Gamma (changes in Delta)

• Vega (changes in implied volatility)

• Theta (time decay)

• Rho (changes in short-term interest rates)

This book will define and explain how each of these

Greeks influences option value and the risk they

represent in our options positions.

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This book will define and explain how each of these Greeks influences option value and the risk they represent in our options positions.

Most options traders are knowledgeable about factual statistics that can easily be accessed from brokerage or other online resources. We can simply look up bid-ask spreads, open interest, last prices and Volume. The Greeks, however, are not based on fact but are rather theoretical in nature!

#### Topics covered:

- What are the Option Greeks? ………………………………… 3
- Options Calculators for the Greeks ………………………………… 5
- Delta …………………………………………………………………………… 8
- Gamma…………………………………………………….. 12
- Gamma ……………………………………………………………………….. 12
- Vega ………………………………………………………………………….. 16
- Theta ………………………………………………………………………….. 22
- Rho …………………………………………………………………………… 25

#### Appendix:

- Impact of Greeks on Long and Short Calls and Puts ………………………… 28
- Impact of Moneyness, Time to Expiration and Volatility on the Greeks……. 29
- Key takeaways Chapter-By-Chapter………………………………………… 30
- Educational Products …………………………………………………………….34
- Free Calculator and Resources ………………………………………..………… 35
- About the Author ………………………………………………………………… 36

#### ***This is a general guide to Option Greeks Analyzed for Retail Investors.

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