48 Questions
Which Greek measures the sensitivity of delta to small changes in underlying price?
Gamma
Which Greek measures the sensitivity of option price to small changes in underlying price and passage of time?
Charm
Which Greek measures the sensitivity of gamma to small changes in underlying price and volatility?
Vanna
Which Greek measures the sensitivity of gamma to small changes in volatility?
Vomma
Which Greek measures the sensitivity of gamma to small changes in underlying price and is a third order Greek?
Zomma
Which Greek measures the sensitivity of theta to small changes in underlying price?
Charm
Which Greek measures the sensitivity of vega to small changes in underlying price and is a second order Greek?
Vanna
Which Greek measures the sensitivity of vega to small changes in volatility and is a second order Greek?
Vomma
Which Greek measures the sensitivity of vomma to small changes in volatility and is a third order Greek?
Ultima
Which Greek measures the sensitivity of gamma to passage of time and is a third order Greek?
Color
Which Greek measures the sensitivity of option price to small changes in volatility and interest rates and is a second order Greek?
Vera
Which Greek measures the sensitivity of vega to passage of time and is a second order Greek?
Veta
What is a higher order Greek?
An option Greek other than first order Greeks
What do higher order Greeks measure?
Sensitivity of first order Greeks to underlying price, volatility, time, or interest rate
What is the best-known higher order Greek?
Gamma
What is gamma?
Measure of sensitivity of option delta to small changes in underlying price
What is charm?
Measure of sensitivity of option price to underlying price and passage of time
What is vanna?
Measure of sensitivity of option price to underlying price and volatility
What is ultima?
Measure of sensitivity of vomma to small changes in volatility
What is color?
Measure of sensitivity of gamma to passage of time
What is veta?
Measure of sensitivity of vomma to small changes in volatility
What is vomma?
Measure of sensitivity of vega to small changes in volatility
What is zomma?
Measure of sensitivity of gamma to small changes in volatility
What is vera?
Measure of sensitivity of option price to volatility and interest rates
Which Greek measures the sensitivity of delta to small changes in underlying price?
Gamma
Which Greek measures the sensitivity of vega to small changes in underlying price and volatility?
Vanna
Which Greek measures the sensitivity of gamma to small changes in underlying price and passage of time?
Charm
Which Greek measures the sensitivity of gamma to small changes in underlying price?
Vanna
Which Greek measures the sensitivity of vomma to small changes in volatility?
Vomma
Which Greek measures the sensitivity of gamma to small changes in volatility?
Zomma
Which Greek measures the sensitivity of option price to small changes in volatility and interest rates?
Vera
Which Greek measures the sensitivity of vomma to small changes in volatility and passage of time?
Ultima
Which Greek is also known as delta decay or DdeltaDtime?
Charm
Which Greek is also known as gamma decay or DgammaDtime?
Charm
Which Greek measures the sensitivity of theta to small changes in underlying price?
Charm
Which Greek measures the sensitivity of option price to small changes in volatility and passage of time?
Veta
What is a higher order Greek?
A derivative of option price with respect to underlying price
What is gamma?
A measurement of option delta sensitivity to small changes in underlying price
What is Charm?
A second order Greek
What is Color?
A third order Greek
What is Speed?
A third order Greek
What is Ultima?
A third order Greek
What is Vanna?
A second order Greek
What is Vera?
A second order Greek
What is Veta?
A second order Greek
What is Vomma?
A second order Greek
What is Zomma?
A third order Greek
What is the best known higher order Greek?
Gamma
Think you know your option Greeks? Test your knowledge with our quiz on higher order Greeks! From gamma to vanna, discover the various measures of sensitivity for option prices and learn more about how they relate to underlying factors like price, volatility, time, and interest rate. Brush up on your math skills and see how well you understand these higher derivatives of option Greeks. Take the quiz now!
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