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

    stoic

    A lot
     
  3. Read Sheldon Natenberg.
     
  4. tomk96

    tomk96

    ^^this^^
     
  5. sjoptions

    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!