Topic: Options

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...

13.09.2016

DRS vs. Tactical Asset Allocation -Strategy Comparison Series

Examine the differences between the goals, track records and drivers of success between the Swan DRS and tactical asset allocation...

04.04.2016

Greek Lessons: Delta Explained

The textbook definition is this: “Delta is the ratio comparing the change in the price of the underlying asset to...

18.02.2016

Greek Lessons: Vega Explained

The volatility of an option’s underlying asset is one of the major factors in determining the value of that option....

18.06.2015

Greek Lessons: Theta Explained

Theta, in options vernacular, refers to the degenerative impact of time on the price of an option contract. An option...