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
Zuletzt geändertvor einem Jahr