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The Beginning Greeks – A Deep Dive Into Delta, Gamma, and Theta

The Beginning Greeks – A Deep Dive Into Delta, Gamma, and Theta

Aired On

Sep / 27 / 2023 - 2:00 pm - EDT

Mathew Cashman
OCC , The Options Industry Council (OIC)

At some point, nearly any discussion of options pricing will arrive at the Greeks, a group of metrics that provide guidance about potential premium changes and embedded risks. But what should investors understand about the Greeks?

Join OCC Principal of Investor Education and OIC instructor Mat Cashman for a live, free webinar to review key Greeks. Topics will include: 

  • Delta: The potential option price change based on an underlying move 
  • Gamma: An indication of how Delta may change relative to underlying price changes 
  • Theta: The impact of the passage of time on an option’s value 
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