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Futures Terms |
| Browse our glossary of terms by using the Alphabet below. You may also search the glossary by using the search box in the right column. | |
| G | |
| Pages: 1 | |
| Term | Definition |
|---|---|
| Grantor, writer, seller | An individual who sells an option. Such a person is said to have a short position. |
| Greek Derivative Statistics | The rates at which option prices change as a function of option model inputs. These statistics include “delta” (the rate of change of the option’s premium for changes in the price of the underlying asset), "gamma" (the rate of change of the delta for changes in the price of the underlying asset), "theta" (the rate of change in the option’s premium over the passage of time), "vega" (the rate of change of the option’s premium for a change in the rate of the implied volatility), "rho" (the rate of change of the option’s premium for a change in interest rates), and other. |