Part 7 Trading Master Class With Experts

1. Delta

Measures how much the option premium changes with a ₹1 move in the underlying.

Call delta: +0.0 to +1.0

Put delta: –0.0 to –1.0

2. Theta (Time Decay)

Measures how much value the option loses each day.

Buyers suffer from Theta

Sellers benefit from Theta

3. Vega

Measures impact of volatility.

High volatility → higher premium

Low volatility → lower premium

4. Gamma

Measures how fast delta changes.

High gamma = high speed of price movement.