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Greeks - Financial definition

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  Concise definition of the term greeks

Term used in option risk management to collectively refer to the option price sensitivities.

  Comprehensive definition of the term greeks

Option price sensitivities are: delta, gamma, vega, theta and rho.

 Additional information related to this definition

Definitions of related terms

Delta  •  Gamma  •  Option  •  Rho  •  Theta  •  Vega

Formulas related to this definition

Delta of a call option  •  Delta of a put option  •  Gamma of an option  •  Rho of a call option  •  Rho of a put option  •  Theta of a call option  •  Theta of a put option  •  Vega of an option

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