Greeks

First, second, and third order options sensitivities parameters (Greeks) available for advanced options analysis.

First Order Greeks

  • delta

  • vega

  • theta

  • rho

  • lambda (elasticity)

Second Order Greeks

  • gamma

  • vanna

  • volga (vega convexity)

  • charm (delta decay)

  • veta (vega decay)

Third Order Greeks

  • speed (gamma of gamma)

  • color (gamma decay)

  • vatta (vanna decay)

  • volta (volga decay)

  • zomma (gamma convexity)

  • volma (vanna convexity)

  • ultima (volga convexity)