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Important Information
Thank you for visiting the Vantage Markets website. Please note that this website is intended for individuals residing in jurisdictions where accessing it is permitted by Vantage and its affiliated entities do not operate in your home jurisdiction.
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期權希臘值 (Option Greeks)
定義
一組測量指標(Delta、Gamma、Theta 和 Vega),用於描述期權價格如何隨標的資產價格或時間衰減等標的變數的變化而變動。
以下是各項期權希臘值的解釋:
Delta – 衡量當標的資產價格每波動一點時期權價格的變動率。它也可以表示期權在到期時以價內期權結束的機率。
Gamma – 表示當標的資產價格每上漲一點時 Delta 的變動率。這有助於評估期權 Delta 的穩定性,並深入了解 Delta 隨市場波動的變化。
Theta – 表示期權價格隨時間推移而下降的速率,也稱為時間價值衰減。它量化了在所有其他因素保持不變的情況下,期權價格每天下降的幅度。
Vega – 衡量期權價格對標的資產波動率變化的敏感度。 Vega 值越高,代表期權價格對波動率變化越敏感,影響期權的溢價成本。
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