Revisiting Calculation of Option Greeks (Theta & Vega): Units Used in the Black-Scholes Model
3 years ago
33
This is a somewhat impromptu video. I had received several questions on the calculating option greeks video regarding why the computation of theta is a bit different from the other values. The answer boils down to the units the programmers of various trading platforms choose to use to display the information. In this video, I will go over the calculation of theta and vega and explain the units used in the Black-Sholes formula and those typically used on trading platforms to display those particular greeks.
Original option greeks video: https://youtu.be/pa2zNZ3FHH8
GithubL Github: https://github.com/kpmooney/numerical_methods_youtube/tree/master/option_greeks
Donate: paypal.me/kpmooney
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