Rho in Financial Formulas

Rho denotes the sensitivity of an option’s price to changes in interest rates, indicating how much the option’s value will change for a one percent change in interest rates. And is denoted by ρ.

Formulas to find Rho in Financial

fxRho (Options Greek)Go

List of variables in Financial formulas

fx Change in Option Premium Go

fx Change in Rate of Interest Go

FAQ

What is the Rho?

Rho denotes the sensitivity of an option’s price to changes in interest rates, indicating how much the option’s value will change for a one percent change in interest rates.

Can the Rho be negative?

{YesorNo}, the Rho, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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