The Greeks Explained: Options Analysis in Excel
Ryan O'Connell, CFA, FRM Ryan O'Connell, CFA, FRM
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 Published On Jan 16, 2024

In "The Greeks Explained: Options Analysis in Excel," Ryan O'Connell, CFA, FRM, provides a thorough tutorial on understanding the critical aspects of option Greeks using Excel. Starting with the fundamental inputs of the Black Scholes Model, this video offers detailed walkthroughs of calculations for d1, Delta, Gamma, d2, Theta, Vega, and Rho, along with their practical interpretations. Perfect for both beginners and advanced traders, the video makes complex concepts accessible, enhancing your options trading strategies with Excel's analytical power. Don't miss this chance to elevate your trading skills with expert insights into the Greeks in options trading!

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Chapters:
0:00 - Intro to "The Greeks Explained"
0:18 - Inputs to the Black Scholes Model
2:45 - d1: Calculation
3:56 - Delta: Calculation & Interpretation
12:25 - Gamma: Calculation & Interpretation
14:55 - d2: Calculation
15:22 - Theta: Calculation & Interpretation
18:42 - Vega: Calculation & Interpretation
21:06 - Rho: Calculation & Interpretation

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

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