Gamma

Mesure the change of delta with respect to change in underlying price

Vanna

Measures the change of delta with respect to change in volatility

Charm

Measures the rate of change of delta with respect to change of time

Vomma

Measures the rate of change of vega as volatility changes

Veta

meassures the change in vega with respect to passage of time

Vera

Meassures the rate of change of rho with respect to volatility

Speed

Meassures the rate of change in gamma with respect to change in underlying price

Zomma

Measures the rate of. hange of gamma with respect changes in volatility

Color

Measures the rate of change of gamma over the passage of time

Ultima

Measures the sensitivity of the option vomma with respect to change in volatility

Last changed7 months ago