How we respond to infectious dieases is probably more important than the diease itself.

The following is an general overview of vanilla options partial sensitivities (option greeks). This series will be a continuation of the project Option Payoffs, Black-Scholes, and the Greeks. We've already outlined the necessary terms for understanding Options and the Greeks here. In this post, I will be covering the first greek: Detla ($\Delta$).
The delta of an option, $\Delta$, is defined as the rate of change of the option price respected to the rate of change of the underlying asset price:

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