how do i calculate
- Thread starter met1989
- Start date
1) delta: you should know this already, just to have asked the question. What *is* delta?
2) Google: a serious boatload of information which (unlike so much on the Interwebs, and especially so w.r.t. trading/investing) is pretty reliable.
2.a.) shop for delta-gamma approximation,
or delta-gamma-theta approximation,
or Black Scholes Merton PDE for all of delta, gamma, theta, and vega.
2.b.) "tastytrade" videos will come up. The more-recent crop is pretty accurate.
2) Google: a serious boatload of information which (unlike so much on the Interwebs, and especially so w.r.t. trading/investing) is pretty reliable.
2.a.) shop for delta-gamma approximation,
or delta-gamma-theta approximation,
or Black Scholes Merton PDE for all of delta, gamma, theta, and vega.
2.b.) "tastytrade" videos will come up. The more-recent crop is pretty accurate.
@tommcginnis thanks