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match Delta - A. B. C. D....

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Question

Finance

match

Delta
- A. B. C. D.

Gamma
- A. B. C. D.

Vega
- A. B. C. D.

Implied Volatility
A.

Sensitivity of an options price to a change in the price of the underlying.

B.

Sensitivity of an options price to a change in expected volatility for the underlying .
C.

Obtained from backing it out of the observed market price for options.

D.

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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