Delta is the easiest to understand of the option Greeks Delta is the second Greek letter used in options trading. Delta can easily be quantified as the change in option price relative to the ...

Have you found strategies that make use of the decay of an option's theta that are attractive but you can't stand the associated risk? At the same time, conservative strategies such as covered-call ...

NEW YORK, Oct 29 (Reuters) - Ahead of the U.S. presidential election next week, investors in interest rate options are putting on trades that will pay off if rates remain elevated, suggesting that the ...

NEW YORK, Nov 26 (Reuters) - Conflicting signals from the Federal Reserve on the timing and magnitude of U.S. interest rate cuts have accelerated hedging flows into swaptions and derivatives tied to ...