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The Intermediate and Advanced Greeks: An Examination of Vega, Rho, and the Second Order Greeks

The Intermediate and Advanced Greeks: An Examination of Vega, Rho, and the Second Order Greeks

Aired On

Oct / 31 / 2023
2:00 pm - EDT
Mathew Cashman
OCC , The Options Industry Council (OIC)

This webinar continues the discussion of the Greeks from last month, focusing on inputs that measure how implied volatility and interest rates can affect pricing. Principal of Investor Education and OIC instructor Mat Cashman will lead a free, live presentation to further your understanding of the Greeks.

Join us for a deep dive into the Intermediate and Advanced Greeks – we will cover: 

  • A review of Delta, Gamma and Theta 
  • Vega: Measuring the impact of implied volatility on option prices 
  • Rho: How risk-free rate moves can affect option prices 
  • An overview of second-order Greeks 
Disclosure: Interactive Brokers

Information posted on IBKR Campus that is provided by third-parties does NOT constitute a recommendation that you should contract for the services of that third party. Third-party participants who contribute to IBKR Campus are independent of Interactive Brokers and Interactive Brokers does not make any representations or warranties concerning the services offered, their past or future performance, or the accuracy of the information provided by the third party. Past performance is no guarantee of future results.

This material is from The Options Industry Council (OIC) and is being posted with its permission. The views expressed in this material are solely those of the author and/or The Options Industry Council (OIC) and Interactive Brokers is not endorsing or recommending any investment or trading discussed in the material. This material is not and should not be construed as an offer to buy or sell any security. It should not be construed as research or investment advice or a recommendation to buy, sell or hold any security or commodity. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

Disclosure: Options (with multiple legs)

Options involve risk and are not suitable for all investors. For information on the uses and risks of options, you can obtain a copy of the Options Clearing Corporation risk disclosure document titled Characteristics and Risks of Standardized Options by clicking the link below. Multiple leg strategies, including spreads, will incur multiple transaction costs. "Characteristics and Risks of Standardized Options"

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