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Learning unitsFoundations
Payoff & Risk
Volatility & Pricing
Activities
0/3
Lab
Greeks Explorer Lab
Understand how delta, gamma, theta, and vega respond to changes in price, time, and volatility.
LAB TASK
Set an ATM call and note the delta is approximately 0.50
Awaiting Action...
LAB TASK
Move the stock to $110 and watch delta increase toward 1.0
Awaiting Action...
LAB TASK
With stock at $100 and 7 DTE, observe gamma at its peak
Awaiting Action...
LAB TASK
Reduce DTE from 30 to 3 days and watch theta accelerate
Awaiting Action...
LAB TASK
Compare vega at 7 DTE vs 60 DTE to see the relationship with time
Awaiting Action...
LAB TASK
Notice the gamma-theta trade-off: high gamma comes with high theta
Awaiting Action...
Visualizer
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Δ0.000Γ0.000Θ0.000ν0.000ρ0.000
P&LCurve at expiry and today
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MOCK MARKET$100.00
PositionsNo legs
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Call
Put
Stock
Expiration
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