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greeks-management

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    # Options Greeks Management

> Delta, gamma, vega, theta hedging and higher-order Greeks. Portfolio-level risk management, dynamic hedging, and rebalancing strategies.

## When to Activate

- User manages an options portfolio and needs to hedge or analyze risk
- Delta-neutral portfolio construction or adjustment
- Gamma scalping strategies or gamma exposure analysis
- Vega hedging for volatility-sensitive positions
- Theta decay analysis and time decay management
- Higher-order Greeks (vanna, volga, charm) for exotic or large positions
- Understanding P&L attribution through Greeks decomposition

## Core Concepts