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Hello ForexGuy, The ratio of the percentage change in an option contract's price to the percentage change in the option's underlying price. Lambda is one of the Greeks – a collection of risk measures or risk sensitivities that are frequently used in options and derivatives analysis. Each Greek measures the sensitivity of a value in relation to a small change in an underlying parameter. Lambda measures the change in option premiums for a percentage point change in its implied volatility. When the lambda value is high, the price of an option will be more sensitive to small changes in volatility. Conversely, when lambda is low, changes in volatility will have less impact on the option's value. |
List of Gurus
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Heng Kim 2019-09-24 03:46:59Hi PrettyWoman, The job market is the market in which employers search for
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Anton Luyten 2019-09-11 10:12:45Hello Fluffy, A harami cross is a Japanese candlestick pattern that consists
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Tom Burke 2019-08-31 08:08:12
Hello LuckyWoman, The yearly probability of living is determined by consulting
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Jun Wang 2014 - 12 - 09Hi Lucky Man, The USDX (US Dollar Index ICE) is the U.S. dollar index which
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Tom Burke 2016 - 05 - 17
Hello Maria, A buzzword used to describe the economic philosophies of United
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Heng Kim 2019 - 03 - 08
Hello LuckyWoman, Main home is term the Internal Revenue Service (IRS) uses to
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Heng Kim 2019 - 09 - 24
Hi PrettyWoman, The job market is the market in which employers search for
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Anton Luyten 2019 - 09 - 11
Hello Fluffy, A harami cross is a Japanese candlestick pattern that consists
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Chaoxiang Lee 2019 - 09 - 07
Hi Maria, A caplet is a kind of call option based on interest rates. The
Read more -
Apinya Kamon 2019 - 09 - 04
Hello ForexGuy, A false market occurs when prices are manipulated and impacted
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Tom Burke 2019 - 08 - 31
Hello LuckyWoman, The yearly probability of living is determined by consulting
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