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MODULE 06

The Greeks - Delta, Gamma, Theta, Vega and Rho

31 Topics|~8 Hrs Completion Time

The Greeks - Delta, Gamma, Theta, Vega and Rho

Interactive Curriculum Structure • 31 Lessons

Why the Greeks Matter — Your Position Dashboard

Delta — Price Sensitivity Per Rupee Move in Underlying

Delta for Calls — Range, Interpretation and ITM/ATM/OTM

Delta for Puts — Negative Delta and Bearish Positioning

Delta as Probability — The 0.3 Delta Interpretation

Delta and Strike Selection — Using Delta to Choose Strikes

Portfolio Delta — Measuring Net Directional Exposure

Delta Hedging — Maintaining a Market-Neutral Position

Gamma — The Rate of Change of Delta

Gamma and Moneyness — ATM vs ITM vs OTM Gamma

Gamma Near Expiry — The Acceleration in Final Days

Gamma Risk for Option Sellers — The Gamma Bomb

Long Gamma vs Short Gamma Positions

Gamma Scalping — Concept and Application

Theta — Daily Time Decay for Option Buyers and Sellers

Theta Acceleration — The Non-Linear Decay Curve

Theta and Weekends — Two Days of Decay on Friday

Theta and Market Holidays — Extra Decay on Holiday Weeks

Theta vs Delta — When Time Decay Exceeds Directional Gain

Theta-Based Exit Rules — Setting Time-Based Stops

Vega — Sensitivity to Changes in Implied Volatility

Vega and Moneyness — ATM Options Have Highest Vega

Vega and Event Trading — The IV Crush Risk

Long Vega vs Short Vega — Buying and Selling Volatility

Rho — Interest Rate Sensitivity and RBI Policy Impact

Charm — How Delta Changes With Time

Vanna — How Delta Changes With IV

Volga — How Vega Changes With IV

Reading Greeks on Sensibull and Zerodha — Platform Demo

Greeks in Combination — Reading Your Full Position Dashboard

Managing Positions Using Greeks — Live Case Studies