### Part IX: Modeling Asset Prices in Continuous Time

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Options traders often reference the "Greeks" which include delta, gamma, vega and theta of their Which Options "Greeks" Are The Most Important? Stock Options.

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Option greeks measure the options sensitivity to various risk components inherent to the price of an option. Delta, gamma, theta, vega, and rho measure the speed of

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For example if an option had a Vega of .25 and a • Gamma manufactures Delta, Gamma gives the option when stock goes down • Negative (or short) Gamma

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