Authors: Chris Hausman

15.02.2018

Where Is the Volatility?

Where Is the Volatility? Examining the current low volatility environment with all of the volatile political events, happening domestically and...

18.07.2017

Greek Lessons: Gamma Explained

Even though Gamma does not directly measure changes in option values for changes in underlying prices, it is still an...

18.04.2017

Greek Lessons: Rho Explained

An option’s sensitivity to changes in interest rates is known as “rho,” which is one of the Greeks used to...