Derivatives

Understanding the instruments
that define modern markets.

At Quantxs, we make derivatives accessible, understandable, and actionable.

Core analytics

The Options Greeks

Δ
Delta

Price sensitivity per ₹1 move in underlying.

Ranges 0 to 1 (calls) or -1 to 0 (puts).
Γ
Gamma

Rate of change of Delta. Highest at ATM strikes.

High Gamma = position sensitivity changes rapidly.
Θ
Theta

Time decay — options lose value daily. Seller's friend.

Accelerates near expiry.
V
Vega

Sensitivity to Implied Volatility changes.

Buy low IV, sell high IV.
ρ
Rho

Sensitivity to interest rate changes.

Less critical for short-term traders.

How Traders Use Derivatives to Generate Returns

1

Directional Trading

Buy Calls if bullish, Puts if bearish, Futures for leverage.

2

Income Generation

Sell options to collect premium. Covered Calls, Cash-Secured Puts.

3

Hedging

Buy Puts as portfolio insurance against market crashes.

4

Spread Strategies

Bull Call Spreads, Bear Put Spreads, Iron Condors, Straddles.

5

Volatility Trading

Trade IV itself. Buy low IV, sell high IV using Quantxs analytics.

Start Trading Derivatives on Quantxs

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FAQs

Frequently asked questions

Financial contracts whose value derives from an underlying asset — index, stock, currency, or commodity.

Sensitivity measures: Delta (price), Gamma (acceleration), Theta (time decay), Vega (volatility), Rho (rates).

Market's expectation of future movement. High IV = expensive options. Quantxs tracks IV Percentile vs 1-year history.

Futures obligate both parties. Options give the buyer the right but not obligation — limited risk for buyers.