Saturday, August 21, 2010

Delta summarized

I am reading through Dan Passarelli's book for a second time now. I feel like I have a good understanding of the Greeks, but I want to internalize them and will do this in a series of posts. Below is visual diagram that I put together to help internalize Delta and how it changes in relation to time, volatility, and price.

This is the best and most effective visual that I can come up for the way my brain processes information. I want to have this diagram ingrained in my head like I do for the different strategies. Look for future posts in the coming weeks on Gamma, Theat, and Vega.

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