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Vega - Rate of change of premium based on change in volatility. Theta - Measures the impact on premium based on time left for expiry.
And the call option is currently trading as in the money and has 22 trading sessions remaining to expire. In that case extrinsic value goes to zero and what is left in the CE call option premium is only intrinsic value.
The Extrinsic value of Rs9. Delta measures the rate of change of an option premium value relative to a change in the underlying.
In that case Call value would have moved from That means if the stock price goes up and no other pricing variables change, the price for the call will go up and and delta increases.
If the stock price goes down and no other pricing value change, the price for the call will go down and delta decreases. Puts have a negative delta, between 0 and That means if the stock goes up and no other pricing variables change, the price of the option will go down.
For example, if a put has a delta of -. If the stock goes down 1 rupee, in theory, the price of the put will go up 50 paise. Every professional option trader uses delta as a common parameter in their trading strategies.
Delta also measures the likelihood of the option expiring ITM. As expiration nears, the delta for in-the-money calls will approach 1, reflecting a one-to-one reaction to price changes in the stock.
As a general rule, the absolute value of the call delta and absolute value of the put delta of the same strike add up close to 1.
Gamma is expressed in terms of delta per one rupee move. Gamma is the second derivative of the graph of the option price relative to the stock price.
Gamma like Delta is not constant. ATM options have higher gamma. When you buy Long option you acquire positive gamma.
Positive gamma helps a long trader — causes option to gain value at faster rate and lose value at a slower rate.
When you short sell option you acquire negative gamma. Negative gamma works against a short seller — it will accelerate your losses. We know from the earlier chapter that calls will have a positive delta and puts will have negative delta.
And for the ATM options delta will be approximately around 0. In CE you could notice from the below example that for every 1 point up move in the underlying security price the delta increases because of the positive gamma.
And positive gamma accelerates the option price when the price moves upwards. In CE you could notice from the below example that for every 1 point down move in the underlying security price the delta decreases because of the positive gamma.
And positive gamma decelerates the option price when the price moves downwards. And positive gamma decelerates the option price when the price moves against your position.
In PE you could notice from the below example that for every 1 point down-move in the underlying security price the delta increases because of the positive gamma.
And positive gamma accelerates the option price when the price moves downwards. It is strongly recommended not to short options with larger gamma as the losses will exponentially add up faster.
When IV rises or fall , option prices rise or fall in line with it Vega is the rate of change. Long Options have positive vega and Short options have negative vega.
The higher the time premium higher the vega. ATM options have the highest vega since vega affects only the extrinsic value.
Lets consider implied volatility increases from 25 to 30 then option value increases by Rs16 3. Lets consider implied volatility decreases from 47 to 42 then option value decreases by 0.
Erosion of Time and its effect on Vega The more time remaining to option expiration, the higher the vega. This makes sense as time value makes up a larger proportion of the premium for longer term options and it is the time value that is sensitive to changes in volatility.
Option traders should strive to gain an accurate understanding of volatility — and its many uses — because volatility affects option prices, trading decisions and risk analysis.
Intrinsic value is measurable [the ITM part of the premium] whereas extrinsic value is considered as the time value [premium paid over the parity for the option] The decay in option value because of time passage is called time decay or Theta in the Greeks.
Long Options will have negative Theta and short options will have positive Theta. If the interest rates are above zero then call Theta is higher than put Theta.
Higher the extrinsic value or time value higher the theta. If you are a credit spread trader you need to understand where you place your strikes to determine how much premium decay you want to get.
Higher volatility also increases an option premiums thus increasing theta decay. Theta is not a constant number it varies non linearly.
By the time you reach days to expiration the theta decay will start accelerating faster. The day time frame lets us to capture significant theta with reasonable risk profile.
And on the expiry day theta becomes zero and hence the time value also becomes zero. Overall theta is a tool for short sellers as most of the the short sellers profit from selling options closer to the expiry — traders will get at lower premium but the drop in premium is high, which is advantageous to the options seller.
Option price value is determined by various factors i. Option Greeks Calculator constitute an essential toolkit for an option trader as the greeks help option traders to understand and estimate the extent of risk while trading options.
There is also option provided to switch between Black-Scholes option pricing model and Binomial Option pricing model. A very straightforward strategy might simply be the buying or selling of a single option, however option strategies often refer to a combination of simultaneous buying and or selling of options.
Options strategies allow to profit from movements in the underlying that are bullish, bearish or neutral. Bullish strategies in options trading are employed when the options trader expects the underlying stock price to move upwards.
It is necessary to assess how high the stock price can go and the timeframe in which the rally will occur in order to select the optimum trading strategy.
Directional Assumption: Bullish. The more bullish your view the further out of the money you can buy to create maximum leverage.