Contribution of option greeks to the risk of the option position
Quantitative Finance
Level
2
If risk is defined as a potential for unexpected loss, which factors contribute to the risk of a long put option position?
Delta,Gamma,Rho
Delta,Vega,Gamma,Theta,Rho
Delta,Vega,Vanna,Volga,Gamma
Delta,Vega,Gamma,Rho
Delta,Vega,Rho
Zomma,Vanna,Volga,Vega
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