Problem
What are option greeks, explain each of them with the help of suitable examples An option is trading at Rs 50, with delta of +0.40, vega of 6, theta of 10 and gamma of 0.2. After 2 days the spot prices of has moved up by 200 points but the volatility of Call and Put options has been increased by 1% each. What will be the changes in the option prices after 2 days?