How do I design an algorithmic trading strategy that leverages option Greeks, such as delta and gamma, to optimize options trading decisions and manage risk in Fintechee's SDK?

How do I design an algorithmic trading strategy that leverages option Greeks, such as delta and gamma, to optimize options trading decisions and manage risk in Fintechee’s SDK?

Designing an options trading strategy involves calculating option Greeks, understanding their impact on positions.

Creating algorithms that adjust options positions based on changes in these Greeks.