Quantitative development
Vega: Harnessing Volatility to Optimize Your Options Portfolio
Learn how to leverage vega sensitivity to optimize your options portfolio and implement effective volatility-based trading strategies.
Tag
Greeks
3 articles tagged “Greeks” in this language.
Quantitative development
Gamma: The Hidden Enemy of Delta-Neutral Strategies in 0DTE Options
Exploring why gamma becomes particularly problematic in delta-neutral strategies for same-day expiration options, with practical insights for traders.
Quantitative development
The Power of Theta: Mastering Time Decay in Options Strategies
Understanding how theta works and its impact on options strategies, with insights into time decay calculation and its non-linear behavior.