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Start Learning → Browse All Articles →Option Greeks is something every serious Indian trader and investor should understand clearly. Part of our Options Trading in India: The Complete Guide series.
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Option Greeks sound intimidating, but each one answers a simple, practical question about how your position will behave.
Delta estimates how much an option’s price changes for every point move in the underlying — a higher delta means the option behaves more like the underlying itself.
Theta measures daily time decay — how much value an option loses purely from time passing, holding everything else constant. This is the silent cost every option buyer needs to respect.
Vega measures how much an option’s price changes as implied volatility shifts — important around events like earnings or budget announcements, when volatility itself can move sharply.
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