Home Wikituition Browse all terms Categories
Random term

Derivatives, Futures & Options

1 term


A–Z
All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Filtering by: Derivatives, Futures & Options Starts with G Clear all
Derivatives, Futures & Options

Gamma

The rate at which an option's delta changes for a one-unit change in the underlying.

Gamma = Change in Delta / Change in Underlying Price ratio (x, times)