Strategy

Delta

Gamma

Theta

Vega

Long Stock

+

N/A

N/A

N/A

Short Stock

N/A

N/A

N/A

Long Call

+

+

+

Long Put

+

+

Short Call

+

Short Put

+

+

Long Straddle

N/A

+

+

Long Strangle

+

+

+

Short Straddle

N/A

+

Short Strangle

N/A

+

Bull Spread

+

Bear Spread

Calendar Spread

N/A

+

+

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