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Gamma

Gamma is the first derivative of Delta (mathematically). It is used when trying to measure the price of an Option relative to the amount that it is in-the-money or out-the-money. In practical terms, Gamma measures the rate of change for Delta against the underlying asset's price.

In common usage you will notice that Gamma has a lower value when the option is deep in-the-money or out-the-money it is greatest when the option is at-the-money (or near-the-money).

All the Greeks: Delta, Gamma, Vega, Theta, Vomma