Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...
The option Greeks (Delta, Gamma, Theta, Vega and Rho) are option trading indicators to predict price changes and manage risk in their trading strategy. Each Greek measures a different aspect of an ...
Options Greeks are mathematical gauges named after Greek letters, such as delta and gamma, that help traders understand how ...