OptionRho

Description

Option Rho is a hedge parameter, one of the so-called Greeks. It measures sensitivity of option price to the interest rate. In mathematical sense, Rho is the first derivative of option price with respect to the risk-free interest rate.

Plots

Plot Description
rho The Option Rho plot.

Example*

*For illustrative purposes only. Not a recommendation of a specific security or investment strategy.

You may also like
Beta Weighting
The Beta Weighting tool is widely used in risk assessment. When activated, it modifies the Delta ...
OptionGamma
Option Gamma is a hedge parameter, one of the so-called Greeks. It measures the rate of change ...
OptionTheta
Option Theta is a hedge parameter, one of the so-called Greeks. Also known as time decay, it is ...