By Lawrence G. McMillan
Most traders talk about delta, gamma, theta, and vega — but far fewer truly understand how they are derived, how they interact, and how they shape real portfolio risk. In this webinar, we go beyond definitions and dig into the models behind the “Greeks,” beginning with Black-Scholes and extending into practical neutrality, volatility trading, and portfolio projections. If you want to understand how professional traders measure and manage risk — not just direction — this presentation lays the groundwork.
The full webinar video is now available on The Option Strategist Substack. It is also included for those who have purchased the Saturdays with McMillan: 14 Seminar Home Study Course (watch here).
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