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Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

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Page 1: Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

Page 2: Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

Page 3: Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

Greek Your Risk

Delta Price risk

Gamma Price risk

Theta Time risk

Vega Volatility risk

Rho Interest rate risk

Page 4: Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

Page 5: Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

YOUR DELTA PRICE UP $1 PRICE DOWN $1 PRICE UP $7 PRICE DOWN $7

3 $3 -$3 $21 -$21

20 $20 -$20 $140 -$140

-5 -$5 $5 -$35 $35

-42 -$42 $42 -$294 $294

Page 6: Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

YOUR DELTA GAMMANEW DELTA AFTER 1 PT

MOVE HIGHERNEW DELTA AFTER 1 PT

MOVE LOWER

Page 7: Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

YOUR THETA 1 DAY 3 DAYS 15 DAYS 45 DAYS

Page 8: Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

STOCK PRICE VOLATILITY

Page 9: Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

YOUR VEGA STOCK PRICE GOES UP STOCK PRICE GOES DOWN VEGA DOWN 2% VEGA UP 2%

Page 10: Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

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Page 15: Greek Your Risk - Tradersfly...Greek Your Risk Delta Price risk Gamma Price risk Theta Time risk Vega Volatility risk Rho Interest rate risk + 1000 + 500 500 1 1 4/17/20 6/20/20 53.42%

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