Basics of Option Pricing and Option Greeks on Learn with Akhilesh Gururani /tags/basics-of-option-pricing-and-option-greeks/ Recent content in Basics of Option Pricing and Option Greeks on Learn with Akhilesh Gururani Learn with Akhilesh Gururani /images/papermod-cover.png /images/papermod-cover.png Hugo -- 0.147.7 en 2026 Learn with Akhilesh Gururani Wed, 22 Jul 2026 00:00:00 +0000 Beyond the Basics: Understanding Second-Order Greeks for Wealth Protection /posts/mf-sid-s16-7-q04-second-order-greeks/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s16-7-q04-second-order-greeks/ Second-order Greeks. Companion read for Section 16.7 — Basics of Option Pricing and Option Greeks. Managing Downside Risk: A Distributor’s Guide to Option Selling /posts/mf-sid-s16-7-q05-risk-management-for-option-sellers/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s16-7-q05-risk-management-for-option-sellers/ Risk management for option sellers. Companion read for Section 16.7 — Basics of Option Pricing and Option Greeks. Managing Time Decay: The Silent Portfolio Eroder for Clients /posts/mf-sid-s16-7-q06-impact-of-time-decay-on-short-term-vs-long-term-options/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s16-7-q06-impact-of-time-decay-on-short-term-vs-long-term-options/ Impact of time decay on short-term vs long-term options. Companion read for Section 16.7 — Basics of Option Pricing and Option Greeks. Mastering Delta Hedging: From Theory to Client Portfolio Protection /posts/mf-sid-s16-7-q11-delta-hedging-strategies/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s16-7-q11-delta-hedging-strategies/ Delta hedging strategies. Companion read for Section 16.7 — Basics of Option Pricing and Option Greeks. Mastering Gamma: The Acceleration Behind Your Client's Portfolio Gains /posts/mf-sid-s16-7-q02-understanding-gamma-as-the-acceleration-of-delta/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s16-7-q02-understanding-gamma-as-the-acceleration-of-delta/ Understanding Gamma as the acceleration of Delta. Companion read for Section 16.7 — Basics of Option Pricing and Option Greeks. Mastering Gamma: The Acceleration of Your Delta Risk /posts/mf-sid-s21-5-q02-understanding-gamma-as-the-acceleration-of-delta/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s21-5-q02-understanding-gamma-as-the-acceleration-of-delta/ Understanding Gamma as the acceleration of Delta. Companion read for Section 21.5 — Basics of Option Pricing and Option Greeks. Mastering Gamma: The Distributor’s Edge in Delta Hedging /posts/mf-sid-s21-5-q07-using-gamma-for-delta-hedging-strategies/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s21-5-q07-using-gamma-for-delta-hedging-strategies/ Using Gamma for delta-hedging strategies. Companion read for Section 21.5 — Basics of Option Pricing and Option Greeks. Mastering Price Discovery: Beyond the Illusion of Fixed Costs /posts/mf-sid-s16-7-q07-price-discovery-mechanisms/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s16-7-q07-price-discovery-mechanisms/ Price discovery mechanisms. Companion read for Section 16.7 — Basics of Option Pricing and Option Greeks. Mastering Time Decay: A Strategic Guide for Option Portfolios /posts/mf-sid-s16-7-q10-calculating-cumulative-decay/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s16-7-q10-calculating-cumulative-decay/ Calculating cumulative decay. Companion read for Section 16.7 — Basics of Option Pricing and Option Greeks. Mastering Vega: Managing Client Expectations During Market Volatility /posts/mf-sid-s16-7-q03-vega-as-the-specific-measure-of-sensitivity-to-volatility/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s16-7-q03-vega-as-the-specific-measure-of-sensitivity-to-volatility/ Vega as the specific measure of sensitivity to volatility. Companion read for Section 16.7 — Basics of Option Pricing and Option Greeks. Mastering Vega: Why Market Volatility Shifts Option Premiums /posts/mf-sid-s21-5-q03-vega-as-the-measure-of-sensitivity-to-volatility/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s21-5-q03-vega-as-the-measure-of-sensitivity-to-volatility/ Vega as the measure of sensitivity to volatility. Companion read for Section 21.5 — Basics of Option Pricing and Option Greeks. Navigating Exercise Styles: European Versus American Options in SIF Portfolios /posts/mf-sid-s21-5-q05-differences-between-american-and-european-option-exercise/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s21-5-q05-differences-between-american-and-european-option-exercise/ Differences between American and European option exercise. Companion read for Section 21.5 — Basics of Option Pricing and Option Greeks. Navigating ITM, ATM, and OTM Options in Client Portfolios /posts/mf-sid-s16-7-q08-comparing-itm-atm-and-otm-options/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s16-7-q08-comparing-itm-atm-and-otm-options/ Comparing ITM, ATM, and OTM options. Companion read for Section 16.7 — Basics of Option Pricing and Option Greeks. Navigating the Volatility Surface: Beyond the Single Vega Metric /posts/mf-sid-s16-7-q09-volatility-surface/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s16-7-q09-volatility-surface/ Volatility surface. Companion read for Section 16.7 — Basics of Option Pricing and Option Greeks. Theta Decay: Managing Client Expectations in Options and SIF Strategies /posts/mf-sid-s16-7-q01-impact-of-theta-on-long-vs-short-option-positions/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s16-7-q01-impact-of-theta-on-long-vs-short-option-positions/ Impact of Theta on long vs short option positions. Companion read for Section 16.7 — Basics of Option Pricing and Option Greeks. Understanding Interest Rate Impact on Option Pricing /posts/mf-sid-s21-5-q06-relationship-between-interest-rates-and-call-put-pricing/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s21-5-q06-relationship-between-interest-rates-and-call-put-pricing/ Relationship between interest rates and call/put pricing. Companion read for Section 21.5 — Basics of Option Pricing and Option Greeks. Understanding Time Decay: Mastering Theta in Option Strategies /posts/mf-sid-s21-5-q01-theta-and-its-impact-on-option-sellers/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s21-5-q01-theta-and-its-impact-on-option-sellers/ Theta and its impact on option sellers. Companion read for Section 21.5 — Basics of Option Pricing and Option Greeks. Using Put-Call Parity to Spot Pricing Anomalies in Debt Markets /posts/mf-sid-s21-5-q04-application-of-parity-in-arbitrage/ Wed, 22 Jul 2026 00:00:00 +0000 /posts/mf-sid-s21-5-q04-application-of-parity-in-arbitrage/ Application of Parity in arbitrage. Companion read for Section 21.5 — Basics of Option Pricing and Option Greeks.