diff options
Diffstat (limited to 'Finance')
| -rw-r--r-- | Finance/Fundamentals/Greeks.md | 5 | ||||
| -rw-r--r-- | Finance/Fundamentals/index.md | 6 |
2 files changed, 7 insertions, 4 deletions
diff --git a/Finance/Fundamentals/Greeks.md b/Finance/Fundamentals/Greeks.md new file mode 100644 index 0000000..1091100 --- /dev/null +++ b/Finance/Fundamentals/Greeks.md @@ -0,0 +1,5 @@ +Delta: Theoretical estimateof how much option premium change for 1$ move in stock + +Gamma: Rate of Change of Delta + + diff --git a/Finance/Fundamentals/index.md b/Finance/Fundamentals/index.md index c1d13f9..bed0c14 100644 --- a/Finance/Fundamentals/index.md +++ b/Finance/Fundamentals/index.md @@ -12,6 +12,8 @@ [[Technical_analysis]] +[[Greeks]] + # 11 Major Sector @@ -26,10 +28,6 @@ | Materials | Cyclical | | Energy | Value/Cyclical | -Delta: Theoretical estimateof how much option premium change for 1$ move in stock - -Gamma: Rate of Change of Delta - Notional exposure of calls/puts = # of options * 100 * strike price Sharpe Ratio = annualised returns / annualised std dev of portfolio |