Greeks Cheatsheet

To conclude the Section about Greeks we would like to share the Menthor Q Cheatsheet.

Greeks Cheatsheet

First the definition of each Greek and their exposure.

Delta Hedging Cheatsheet

Then we look at the Investor and Market Maker position and how the Market Maker needs to Delta Hedge based on each option strategy.

Greeks Positioning Cheatsheet

We then look at how our position is exposed to each Greek and where we gain or lose.

Position Cheatsheet

Finally how does each Greek impact our strategy.