gamma
Definition
Rate at which the delta of an option changes in response to a change in the price of the underlying asset. Positive gamma indicates positive convexity of the trading position: an up or down move in the price of the underlying asset will give the position a value higher than that predicted by delta.
gamma is in the Commodities & Precious Metals Trading, Currency Trading, Disaster Planning & Risk Management, Investing and Securities & Futures Trading subjects.
gamma appears in the definitions of the following terms: radiography, beta, irradiation, alpha, electromagnetic radiation (EMR) and radioactive
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