# A study on call_and_put_options

**Tutor description**

Option Greeks The mathematical characteristics of the Black-Scholes model are named after the Greek letters used to represent them in equations. These are known as the Option Greeks. The 5 Option Greeks measure the sensitivity of the price of stock options in relation to 4 different factors; 1. Changes in the underlying stock price, 2. Interest rate, 3. Volatility, 4. Time decay.

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