All About Greeks

Every option Greek, explained the way a trader actually needs to understand it. One running NIFTY contract is carried through the entire book so each Greek is felt, not just defined — the history, the maths in boxed asides, and the trading sense behind every letter.

What's inside

• ✓Delta, Vega, Theta, Rho — the first-order Greeks, properly
• ✓Gamma, Vanna, Charm, Vomma and the third-order Greeks
• ✓The expiry effect as time → 0, and the volatility surface
• ✓Portfolio Greeks and strategy fingerprints
• ✓One running NIFTY contract carried through every chapter