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@benjamin.172301: hope everyone is doing well #hopecore #loveyourself
Benjamin.172301
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Region: GB
Wednesday 14 October 2026 21:32:40 GMT
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Comments
𝒜 𝒩 𝒢 ℰ ℒ :
unfortunately, I did expect it to be easy
2026-10-15 19:17:08
384
w2bkn :
how u doing
2026-10-14 21:37:22
13
... :
yeah
2026-10-14 22:21:18
190
👍🏽 :
yep basically
2026-10-30 04:30:50
1
laurent :
i didn't expect it to be easy, i just didn't expect it to be this hard.
2026-10-16 20:27:34
14
𝓐 :
wow i love this so much
2026-10-17 10:19:31
1
jaz >.< :
needed this thank you 🩷
2026-10-15 14:45:26
14
sundaze :
wait, make more
2026-10-15 16:50:28
39
𝐬𝐭☆𝐫𝐠𝐢𝐫𝐥 :
yea i did actually
2026-10-15 19:20:02
5
… :
No but I didn’t expect it to be THIS hard 😭
2026-10-20 20:51:01
6
drea :
Thank you
2026-10-15 16:53:15
4
namorado da Anaaa 𖣂 𒉭 :
algoritmo
2026-10-24 15:02:54
1
saery :
i did
2026-10-15 12:44:49
8
nico :
2026-10-24 13:36:41
1
florencia 🍎 :
hinata shoyo core lowkey
2026-10-17 23:36:16
2
𝓡𝔂𝓵𝓵𝓮ִ ࣪𖤐 :
2026-10-18 13:24:46
1
𝙋𝙍𝙄𝙈𝙀 :
2026-10-16 03:57:00
2
. :
2026-10-16 02:09:46
1
usrn :
2026-10-16 00:37:15
1
🖤 :
I am proud of myself
2026-10-17 21:30:15
2
fatg :
True
2026-10-15 12:45:08
4
さみえ :
idk
2026-10-15 23:43:47
1
oum children :
donia no [Heartwarming]
2026-10-21 15:58:08
1
ovo :
thank you for this
2026-10-15 20:02:30
4
To see more videos from user @benjamin.172301, please go to the Tikwm homepage.
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➡️ Quantitative Finance from Scratch, part 34: the Greeks. An option's price depends on things that keep changing, and each Greek belongs to one of them and measures what happens when only that one changes. Delta and gamma belong to the stock price. Theta belongs to time, vega to volatility and rho to the interest rate. Gamma goes one level deeper than delta, because it measures how much delta itself changes, so a large gamma means that a delta hedge goes out of date quickly. For our call from part 33 (stock and strike at $100, a 5 % rate, one year and 20 % volatility), the code (greeks.py, 16 lines) prints a gamma of 0.01876, so a $1 rise lifts delta from 0.64 to about 0.66. One day costs the call about 1.8 cents and one volatility point adds about 38 cents. Rho is about 0.53 per rate point, because the strike paid later is worth less today when rates rise. Pricing the call again with Black Scholes confirms all of them, and at a 6 % rate the call gains $0.539. Honest notes: the Greeks describe small changes one at a time; for large moves they change themselves, and the model assumes constant volatility and rates, no trading costs and no dividends. #quantfinance #options #blackscholes #greeks #finance
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