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imported>Doug Williamson
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imported>Doug Williamson
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* [[Delta]]
* [[Delta]]
* [[Greeks]]
* [[Greeks]]
[[Category:Financial_products_and_markets]]

Latest revision as of 15:15, 1 July 2022

Options analysis.

The rate of change of an option’s delta, with respect to changes in the market price of the underlying asset.

This is the second derivative of the option’s value, with respect to changes in the market price of the underlying asset.


See also