Zeta

Zeta is an options Greek that measures a security's sensitivity to changes in its implied volatility. It quantifies how much an option's price is expected to change if implied volatility moves by 1%.

Written By: author avatar Tumisang Bogwasi
author avatar Tumisang Bogwasi
Tumisang Bogwasi, Founder & CEO of Brimco. 2X Award-Winning Entrepreneur. It all started with a popsicle stand.

What is Zeta?

In finance and quantitative analysis, Zeta is a measure of a security’s sensitivity to changes in its implied volatility. It is one of the

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Tumisang Bogwasi
Tumisang Bogwasi, Founder & CEO of Brimco. 2X Award-Winning Entrepreneur. It all started with a popsicle stand.
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Tumisang Bogwasi

Tumisang Bogwasi, Founder & CEO of Brimco. 2X Award-Winning Entrepreneur. It all started with a popsicle stand.