March 12, 2024
Greeks display the pricing structure of Options products from different perspectives. We’ve added 4 new units featuring Greeks to the Arkham Dashboard page. Newly available units:
> Delta: Option sensitivity to price movements of the underlying asset
> Gamma: Option sensitivity to the rate of change in price of the underlying asset
> Theta: Rate of an option’s value decay over time
> Vega: Option sensitivity to the volatility of the underlying asset
Options units already live on Arkham include:
- Volume
- Open Interest
- Implied Volatility
Across 4 different exchanges.
Try out the new Options units on your own Arkham Dashboards.