Gamma
The rate of change for delta with respect to the underlying asset's price.
Mathematically, gamma is the first derivative of delta and is used when trying to gauge the price of an option relative to the amount it is in or out of the money.
When the option being measured is deep in or out of the money, gamma is small. When the option is near the money, gamma is largest.
Mathematically, gamma is the first derivative of delta and is used when trying to gauge the price of an option relative to the amount it is in or out of the money.
When the option being measured is deep in or out of the money, gamma is small. When the option is near the money, gamma is largest.
熱門資訊更多
巴菲特持有1800億美元卻不投資,表示只在正確的時候揮杆一擊,是要防範未知的風險?
05/05 17:00
天鑫財富
美元指數 (ICE) 當日內: 存在壓力。
05/03 19:23
KVB昆侖國際
美元指數 (ICE) 當日內: 存在壓力。
05/03 19:23
KVB昆侖國際
EUR/CHF 當日內: 存在壓力。
05/03 19:22
KVB昆侖國際
EUR/CHF 當日內: 存在壓力。
05/03 19:22
KVB昆侖國際
美元/加元 當日內: 存在壓力。
05/03 19:20
KVB昆侖國際