Rho Option Greek

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Rho Option Greek

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Rho measures the change in the price of an Option with every percentage change in the interest rates.

Answer 1 · 2018-05-30

Rho measures the sensitivity of an option to change in the interest rates. A Rho of 1 means change in every percentage-point increase in interest rates, increases the price of an option by 1%.

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Rho Option Greek

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