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Rho measures the expected change in an option's price per 1% change in interest rates. It tells you how much the price of an option should rise or fall if the “risk-free” (U.S. Treasury-bill)* interest rate increases or decreases. As interest rates increase, the value of call options will generally increase. As interest rates increase, the value of put options will usually decrease. For these reasons, call options have positive Rho and put options have negative Rho. Rho is generally not a huge factor in the price of an option, but should be considered if prevailing interest rates are expected to change, such as just before a FOMC meeting. LEAPS options are far more sensitive to changes in interest rates than are shorter-term options. You can see the effects of Rho by considering a hypothetical stock that’s trading exactly at its strike price. If the stock is trading at $25, the 25 calls and the 25 puts would both be exactly at the money. You might see the calls trading at a price of $0.60, while the puts may trade at a price of $0.50. When interest rates are low, the difference will be relatively small. As interest rates increase, this difference between puts and calls whose strikes are an equal distance from the underlying stock will get wider.
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