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HyperVolatility
HyperVolatility
HyperVolatility is a trading and market analytics company, providing statistically-based research on financial markets to investors and traders working in both institutional and retail capacities, as well as companies in the energy and mining sectors.
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Options Greeks: Delta,Gamma,Vega,Theta,Rho

First of all I would like to give credit to Liying Zhao (Options Analyst at HyperVolatility) for helping me to conceptualize this article and provide the quantitative analysis necessary to develop it. The present report will be followed by a second one…