options greeks

Discussion in 'Options' started by clarodina, Nov 28, 2010.

  1. how much different r the theoretical options greeks values differ from the real world values?

    any webpage has charting of historical options greeks value?
  2. stoic


    A lot
  3. Read Sheldon Natenberg.
  4. tomk96


  5. sjoptions


    One concept that will help you all immensely with Option Greeks is to understand the San Jose Options' Vega Multiplier concept. We posted a free video on our website that you can watch to understand this concept and develop your own table.

    By using a Vega Multiplier you can calculate a more accurate reading on your Vega position, a truer reading than you'll get from just using the Vega that your software displays to you.

    Have fun with it and good luck trading!