The examples in the notes are pretty good, but they are only for the Euro call option. Just wondering if there is an easier way to keep things straight as I'm fearful GARP will throw a put option question from left field.
For European call:
delta increases with price, increases with maturity if OTM or ATM; decreases if ITM
gamma is greatest ATM, increases with maturity if OTM or ITM; decreases if ATM
vega is greatest ATM, increases with maturity
rho increases with stock price and maturity
For European call:
delta increases with price, increases with maturity if OTM or ATM; decreases if ITM
gamma is greatest ATM, increases with maturity if OTM or ITM; decreases if ATM
vega is greatest ATM, increases with maturity
rho increases with stock price and maturity