options with high vega, theta and zeta

Discussion in 'Options' started by bensim, Nov 15, 2009.

  1. bensim


    Dear all, so is it possible to let me know whether there is any website or software that I can use to generate a list of options with high zeta, vega and theta? Thanks and cheers.
  2. Optionetics had some nice options scanner; Also some basic scan is available on Yahoo and IB for free.
  3. MTE


    You don't need any special software to know which options have high vega, theta or any other greek for that matter. All Greeks are more or less a function of moneyness and time to expiry. ATM options have high theta and gamma. ITM have high delta, OTM have low delta. Options with more time to expiry have higher vega. And so on and so forth.
  4. Watch out for that Zeta
  5. MTE


    Yeah, I would definitely watch out for Zeta!

  6. MTE


    Although if you plan on looking at Zeta, you should probably watch out for this guy.


  7. what is zeta? A derivative of a greek?:confused: