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In this video, I have discussed how the Options Greek works. The primary discussion has been around Delta, Theta, Vega & Gamma. Delta is the change in Option Price vis-a-vis the change in the underlying price. Likewise, Theta is the change in Option Price due to the change in the time to expiry. Vega captures the volatility aspect. How the option value changes as the volatility in the market fluctuates. To ensure that everyone understands the video well, we have kept it simple and easy to understand.
Share the video with your friends who want to learn about Option Greeks.