The Skinny On Options Math - March 17, 2021 - Charm Color and Schwarz's Theorem

Published: March 17, 2021, 2:40 p.m.

Second order Greeks can provide a deeper look into how option prices will evolve over time or respond changes in the market. Today Jacob explores the two meanings of Charm, how to think about what they mean in the market, and how Schwarz’s Theorem tells us the surprising fact that they are the same.