Gamma is the second derivative of the option’s price (premium) with respect to the underlying price/ rate. It is usually...

An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...

It stands for variance gamma model; an option pricing model which is based purely on jumps between successive nodes where...

An option pricing model which is based purely on jumps between successive nodes where small jumps occur often and large...

A third-order greek that measures the rate of change in the option gamma in response to a change in the...

A hedging technique which is used to provide insurance for a portfolio of investments by limiting exposure to delta or...

An aggressive (and rare) form of interest rate swaps (literally a power swap) which was first entered into between Gibson...

A third-order greek that measures the rate of change in the option gamma in response to a change in the...

One of the Greeks (sensitivity measures) that captures the rate of change of gamma with respect to changes in the...

The effect of change in one variable pertaining to an option, (particularly the out-of-the-money options/ OTM options) where the output...