match
Delta
Gamma
Vega
Implied Volatility
Sensitivity of an options price to a change in the price of the underlying.
Sensitivity of an options price to a change in expected volatility for the underlying .
Obtained from backing it out of the observed market price for options.
The additional change in a convertible bonds value for a larger change in the price of the underlying stock (rate of change of the rate of change) .
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