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Trading

Greeks (Options)

Risk measures that describe how option prices change with various factors like price, time, and volatility.

What Are the Greeks?

The Greeks are risk measures that quantify how option prices change relative to various factors. Named after Greek letters, they help traders understand and manage options position risk. The primary Greeks are Delta, Gamma, Theta, and Vega.

Delta

Definition

Measures option price change per $1 move in underlying.

Values

  • Calls: 0 to +1
  • Puts: -1 to 0
  • ATM options: ~0.5 (calls) or ~-0.5 (puts)

Uses

  • Directional exposure measurement
  • Hedge ratio calculation
  • Probability proxy (roughly)

Example

Delta 0.6 call: Option gains ~$0.60 when asset rises $1

Gamma

Definition

Rate of delta change per $1 move in underlying.

Characteristics

  • Always positive for long options
  • Highest at ATM, near expiration
  • Measures convexity/acceleration

Uses

  • Delta hedging frequency
  • Risk of rapid delta changes
  • Position sizing

Theta

Definition

Option value lost per day from time decay.

Characteristics

  • Negative for long options (lose value daily)
  • Positive for short options (gain from decay)
  • Accelerates near expiration
  • Highest for ATM options

Example

Theta -5: Option loses $5 per day (all else equal)

Vega

Definition

Option price change per 1% change in implied volatility.

Characteristics

  • Positive for long options
  • Negative for short options
  • Highest for ATM, longer-dated options

Example

Vega 10: Option gains $10 when IV rises 1%

Secondary Greeks

Rho

Sensitivity to interest rate changes (less relevant for crypto).

Vanna

Rate of delta change with volatility.

Charm

Rate of delta change with time.

Using Greeks in Trading

Position Management

  • Delta hedge for directional neutrality
  • Monitor gamma for hedge frequency
  • Track theta for time decay cost
  • Manage vega for volatility exposure

Portfolio Greeks

Sum individual position Greeks for portfolio-level risk:

  • Net delta: Overall directional exposure
  • Net gamma: Convexity risk
  • Net theta: Daily time decay
  • Net vega: Volatility sensitivity

Greeks in DeFi

DeFi options protocols like Lyra display Greeks for each position, enabling sophisticated risk management on-chain.

Examples

  • A position with delta 0.5, theta -10, and vega 15 gains $0.50 per $1 move, loses $10/day, and gains $15 per 1% IV increase

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