The correct answers are: Rho and Delta respectively.
Learn these definitions! For the other Greeks, Gamma is the amount the delta changes as the share price changes, Theta tells how the time value changes over time and Vega measures the sensitivity of and options value to its volatility. To help remember Rho, Theta and Vega look at their first letter and what they measure.
|
Rho |
Rates |
|
Theta |
Time premium |
|
Vega |
Volatility |
