The gamma value that results when the delta of an underlying risk factor changes considerably without any movement in its...
A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...
This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.