Greeks.live
@GreeksLive
Professional Option Traders’ Arsenal. TG: Guide: 中文期权交流群： CN: @BTC__options
Joined June 2020
1.4K Following 18.4K Followers
Web 2.1.8: Pro Risk Analysis is live.
Near-zero net Vega doesn’t necessarily mean limited volatility surface risk.
See what aggregated Greeks may miss with:
• SABR-based Skew Greek
• P&L attribution across Skew, Smile, Vega, Vanna, Volga & Theta
• Risk breakdown by expiry
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