Strategy - option risk
1.0
* Study option stategies, spreads, swaps, option models
* Create real-time interactive risk and value graphs
* Create and test your own strategies (via InApp)
You can run simulations for the value of various risk parameters: delta, gamma, vega, theta.
You can study changes to the strategy value as well as to various strategy risk parameters, e.g., you can see how the delta of a strategy will change if market prices drop and volatilities rise. Or how much theta value you can get per one day of holding your position as it approaches expiry.
Celkové hodnocení
Pro hodnocení programu se prosím nejprve přihlaste
Souhrnné informace o Strategy - option risk