The Option Greeks Explained: Delta to Rho
Delta, gamma, theta, vega and rho — the five option greeks, demonstrated by tracing one real SPY call through its whole life against the stock.
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What Is Implied Volatility? IV, Explained
Implied volatility is the future move an option's price implies. See IV across stocks, the term structure, the volatility skew, and a year of SPY's vol regime.
What Is Option Vega? Volatility Sensitivity
Vega measures an option's sensitivity to implied volatility. Watch IV spike on a real SPY call, see vega grow with time, and drive the earnings vol crush.