# Option Greeks - Charm

###### This wiki is incomplete.

The

charmof an option is the rate of change of it's delta over time.\[ \text{Charm} = \frac{ \partial \Delta } { \partial t } = \frac{ \partial ^2 V } { \partial S \partial t } \]

It measures how much your deltas will change, and is often standardized to 1 day.

#### Contents

## Charm of option

## Graph of charm

**Cite as:**Option Greeks - Charm.

*Brilliant.org*. Retrieved from https://brilliant.org/wiki/option-greeks-charm/