option Greeks

Option Greeks are tools that measure how various factors influence the price of an options contract. For example, Delta indicates how much the option's price is expected to change with a $1 move in the underlying asset. Gamma shows how Delta may change as the asset price changes, while Theta estimates how much value the option loses each day due to time passing. Vega measures sensitivity to changes in volatility. These metrics help traders understand risk and make informed decisions when managing options portfolios.