Rho
Rho measures how much an option’s price changes when interest rates move. It’s the least-watched Greek because rates move slowly, but it matters more for long-dated options. Higher rates lift call values and weigh on puts, modestly.
Rho measures how much an option’s price changes when interest rates move. It’s the least-watched Greek because rates move slowly, but it matters more for long-dated options. Higher rates lift call values and weigh on puts, modestly.