Description
Option Rho is a hedge parameter, one of the so-called Greeks. It measures sensitivity of option price to the interest rate. In mathematical sense, Rho is the first derivative of option price with respect to the risk-free interest rate.
Plots
| Plot | Description |
|---|---|
rho
|
The Option Rho plot. |
Example*
*For illustrative purposes only. Not a recommendation of a specific security or investment strategy.
Past performance is no guarantee of future performance.