What is gamma option greek?

Zerodha (Flat Rs 20 Per Trade)

Invest brokerage-free Equity Delivery and Direct Mutual Funds (truly no brokerage). Pay flat Rs 20 per trade for Intra-day and F&O. Open Instant Account and start trading today.

Gamma (Γ) represents the rate of change of the delta in relation to the change in the price of the underlying. It measures how much the delta changes when the value of the security rises or falls by 1 point.

Investors use gamma to predict changes in the delta of an option and determine how stable the delta is. Gamma is a number between 0 and 1.00.

Topic: Option Greeks Definitions, Types and Its Impact on Trading Article

Comments

Add a public comment...

Find more questions on this topic

How to check Option Greek?
How to use option greek?
What does the Greek mean in options?
What is gamma in Options Greek?
What is option greek?
What is Vega option greek?
What is delta option greek?
What is theta option greek?

Ask Your Question