Discover and read the best of Twitter Threads about #greeks

Most recents (6)

#Learning #Options #Greeks
A layman explanation of option Greeks
a) Delta :
i) If delta is +0.6, it means if underlying changes by 1 unit the option changes by +0.6 units.
ii) Delta of long Call is positive (0 to 1) and long put is negative (-1 to 0)
.....
iii) Delta of ATM call option is 0.5, ITM is between 0.5 to 1 and OTM is 0 to 0.5. ( -ve for puts)

b) Gamma :
i) If gamma is 0.10, it means if underlying changes by one unit the delta changes by 0.10 units .
ii) Gamma of long options is always positive and gamma....
...
of short options are always -ve irrespective of call or put.
c) Theta :
I) Theta of long option is always negative and short option is always positive.
ii) If theta is -4, it means, the option price decays by 4/252 = 0.016 per day.
iii) Theta of put is always higher than
..
Read 6 tweets
#Option #Greeks Simplified

#Options are definitely more complicated than equity or futures.

Their prices don’t just go up and down.

They also fluctuate based on things like #time, #implied #volatility and #underlying stock movements.
#Options #Greeks Are Simply Mathematical Shortforms

Most of you would remember from school that mathematical formulas sometimes were #Greek letters like Pi and #Delta. The same is true for options.

Don’t let them overwhelm you or scare you.
They’re simply #mathematical words to explain some very basic principles.

#Greeks Describe the Behavior of #Individual #Options

Each #greek can help predict how it will behave under different circumstances and how options prices would change.
Read 22 tweets
Just got a proposal to film a new series for “Bridge The Gap with Sibel Edmonds” in #Greece. So very tempting. I love Greece- Pretty much everything #Greek: Food, Culture, Music, People ... So very tempting.
Maybe starting in June 2020- End of school year for my daughter in #Turkey? By then she’ll be 100% fluent in Turkish. Then We’ll have a year in #Greece? All possible. I have to finish my book 2 (Gladio Series) by May 2020. I think I can work this out!
Can you imagine an “objective” comparison & contrast of two so similar yet competitive countries: #Greece & #Turkey? I already have a list of 8 major differences- + & - for both sides. Oh boy, that may be more tense than soccer matches between the two!
Read 7 tweets
A Tiny Island of 300 in Northern #Dodocanese islands Chain #Greece: Heaven
When it comes to #Octopus: #Greeks Know Best. Three days Sun-Dried, then Simply Grilled on Charcoal with Light Brushing of #EVOO & Sprinkle of Sea-Salt. Add dry #Ouzo ... Can’t think of anything else needed.
Early Morning Swim & peace.
Read 3 tweets
Any recognition of the 1915 Genocide against #Armenians, #Greeks, #Chaldeans, #Assyrians, & #Syriacs-#Arameans must include #Kurds as co-criminals of the Genocide. Kurds murdered/raped/forcibly expelled 2.5 million Christians during the 1915 Armenian/Christian Genocide.
This book, “Shall This Nation Die,” by Chaldean Catholic Priest Naayem, an eyewitness to horrors of 1915 Christian Genocide, documents key role of Kurds in committing genocide against indigenous Middle East Christians. @reaIDonIdJTrump @POTUS @EmmanuelMacron @VP @SecPompeo
@reaIDonIdJTrump @POTUS @EmmanuelMacron @VP @SecPompeo Pg 124- “Kurdish tribes in Sairt, the terror of Christians in these regions, had attacked the Christian town with intention of...massacring Christians.” Pg 139: “From top of a high mountain we saw at a distance 100s of Kurds men & women on the watch for their Christian prey...”
Read 6 tweets
The God of #Options #Greeks is often disregarded and has no mercy, especially on #Options #expiration day.

A #Thread on #Gamma.

#OptionsGreeks
1/n
The primary feature of #Options is their non-linear payout.

Most traders understand that #OptionsPricing is dependent on the price of the underlying, but the response is non-linear. #Gamma is the variable that describes this non-linearity.

#OptionsGreeks
2/n
Loosely, if #Delta is the speed of the #Options position, #Gamma is the acceleration.

#OptionsGreeks
3/n
Read 15 tweets

Related hashtags

Did Thread Reader help you today?

Support us! We are indie developers!


This site is made by just two indie developers on a laptop doing marketing, support and development! Read more about the story.

Become a Premium Member ($3.00/month or $30.00/year) and get exclusive features!

Become Premium

Too expensive? Make a small donation by buying us coffee ($5) or help with server cost ($10)

Donate via Paypal Become our Patreon

Thank you for your support!