Articles tagged “Expiry Risk”
1 article.
- Gamma (options)
Gamma is the second-order option Greek that measures how fast delta changes when the underlying moves, peaking at-the-money and near expiry, and it is the risk …
1 article.
Gamma is the second-order option Greek that measures how fast delta changes when the underlying moves, peaking at-the-money and near expiry, and it is the risk …