Gamma: Difference between revisions
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imported>Administrator (CSV import) |
imported>Doug Williamson m (Spacing 27/8/13) |
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''Options analysis''. | ''Options analysis''. | ||
The rate of change of an option’s delta, with respect to changes in the market price of the underlying asset. | The rate of change of an option’s delta, with respect to changes in the market price of the underlying asset. | ||
This is the second derivative of the option’s value, with respect to changes in the market price of the underlying asset. | This is the second derivative of the option’s value, with respect to changes in the market price of the underlying asset. | ||
== See also == | == See also == | ||
* [[Delta]] | * [[Delta]] | ||
* [[Greeks]] | * [[Greeks]] | ||
