What Is Option Rho? The Interest Rate Greek
Option rho measures how interest rate changes move option prices. See why it is nearly invisible on a 30 day call and material on a two year LEAPS.
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Option rho measures how interest rate changes move option prices. See why it is nearly invisible on a 30 day call and material on a two year LEAPS.
What the 2s10s spread is, how the Treasury yield curve works, and what past inversions looked like, with every chart built from auditable market data.