Omega

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Omega

A measure of the change in price of an option relative to a percentage change in the price of the underlying asset. For example, if an option contract has an omega of 3.5, its price increases 3.5% for every 1% of change in the price of the underlying. Omega is also known as speed. It is calculated as a derivative of the option's gamma. See also: Delta, Volatility.
References in periodicals archive ?
Parameter Value Ultrasonic parameter Amplitude 04, [micro]m) 10 Angular frequency ([omega], rad/s) 4[pi]X[10.
These measurements indicate that doubling the rotational speed from 4000 to 8000 RPM, the agglomerations are reduced almost three times, indicating that the way to solve the trouble of Ag NW agglomerations is increasing the angular frequency.
Contrast sensitivity to angular frequency stimuli is higher than that for sinewave gratings in the respective middle range.
It turns out that if the angular frequency satisfies the condition w = 2[pi] nc/L and n is an integer, then the oscillation amplitude in the interaction interval is the highest--three times the amplitude in the propagation interval 0 [less than or equal to] tc/L < 1 (lines for n = 3 and n = 4 in Fig.
Angular frequency stimuli have appeared in the literature under a variety of names.
The main features of radiative [beta]-decay have been derived in the classical approximation by Jackson [1] who assumes that an electron is created at the origin at t = 0 with constant velocity v = c[beta], in which case radiation of angular frequency [omega] is emitted in the direction of the unit vector n with an angular distribution in energy per unit time per unit interval of angular frequency
Therefore, it is possible to make the optional wavelet of the angular frequency wo/a in time b by changing the both parameters, and the optional function is represented by putting the various optional wavelets together (cf.
For natural frequency 4Hz is corresponding angular frequency [[omega].
Introducing the usual definition of angular frequency, [omega] = [square root of (k/m)], and dimensionless parameters of [beta] = [mu]mg/[kx.
where w is the angular frequency of the limb, l is the length of the limb, and [U.
Frequency sweep scans (dynamic testing) of the materials were recorded at 1% strain for angular frequency ([omega]) range of 0.
The angular frequency of rotation of the particle internal motion is equal to the ratio between the velocity c and radius of rotation [xi], [[omega].