Authors: Chris Hausman


Where Is the Volatility?

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


Greek Lessons: Gamma Explained

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


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...