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Friday, September 21, 2012

Overview of Option Greeks for Smooth Portfolio

Option greeks are major metrics used to measure potential risk and rewards for smooth option portfolio which is based on high probability trades. What are the proper greek values for this type of portfolio? To answer this question, I'd like to describe the reasoning in a series of posts:

  1. Option Greeks vs Stock Prices
  2. Portfolio Profit and Loss Targets
  3. Application of option portfolio greeks
  4. Greek metric and Expiration P&L Curve

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