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Meaning of premium and Greek alphabet in option trading

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option权利金
前已述及期权权利金,就是购买或售出期权合约的价格。对于期权买方来说,为了换取期权赋予买方一定的权利,他必须支付一笔权利金给期权卖方;对于期权的卖方来说,他卖出期权而承担了必须履行期权合约的义务,为此他收取一笔权利金作为报酬。由于权利金是由买方负担的,是买方在出现最不利的变动时所需承担的最高损失金额,因此权利金也称作 " 保险金 "
Deltavalue:衡量标的资产价格变动时,期权价格的变化幅度
Gammavalue:衡量标的资产价格变动时,期权Delta值的变化幅度
Thetavalue:衡量随着时间的消逝,期权价格的变化幅度
Vegavalue:衡量标的资产价格波动率变动时,期权价格的变化幅度
Rhovalue:衡量利率变动时,期权价格的变化幅度
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