Traderpedia

Sponsored by dbFX

Gamma

From Traderpedia

Definition:
The degree by which the delta of an option or position changes with respect to changes in the underlying instrument's price.


The second derivative of option value with respect to the underlying price. Also referred to as an options curvature.

[edit] See also

Alpari US

New To Site? Need Help?


Copyright © 2001-2008 Trade2Win Ltd.