Options greeks ranked from worst to best, by someone who doesn't really understand options. 10. Rho -- worst sensitivity, very boring, mostly ignored except by people trading very long maturities (who you should not trust anyway)
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I'd rank delta #1 Options trading is about being short where the thing expires and long where doesn't I think it takes lots of reps to internalize this and its ramifications for how you trade
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I saw that. Wasn't intended to be a "you're wrong" btw, but I get it...it is Twitter I actually have a running line I use on the desk..."delta is the only greek" that is only half-joking
Thanks. Twitter will use this to make your timeline better. UndoUndo
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ahahaha just engaging! is a good thread i think your perspective is typical and also tends to be a way that traders blow up because they forget about his and build up large conversion/reversal positions
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personally love to get all my duration exposure from a portfolio of calendar spreads that I carefully hedge to gamma and vega
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