Skip to main content

Formula sheet

Summary of Correct Formulas:

  • Delta (Δ): Measures sensitivity to price changes.
  • Theta (Θ): Measures time decay.
  • Gamma (Γ): Measures the rate of change in Delta.
  • Vega (ν): Measures sensitivity to volatility.
  • Rho (ρ): Measures sensitivity to interest rates.