which greek has the most influence on an option's price?

Discussion in 'Options' started by nixodian, Jan 3, 2014.

  1. Georgi90

    Georgi90

    And you don't forget English. :)
     
    #11     Jan 4, 2014
  2. panzerman

    panzerman

    The option price isn't effected by the greeks. In a typical pricing model such as BS, the greeks aren't one of the five inputs. The greeks are partial differentials of the pricing model.
     
    #12     Jan 4, 2014
  3. Doobs789

    Doobs789

    vega wounds, gamma kills
     
    #13     Jan 10, 2014