Gamma measures the rate of change of delta (Δ) with respect to changes in the price of the underlying asset. Delta represents the sensitivity of the option's price to changes in the price of the underlying asset, S is the price of the underlying asset, and V is the value of the option.Gamma 衡量的是 delta (Δ) 相对于标的资产价格变化的变化率。Delta代表期权价格对标的资产价格变化的敏感度,S是标的资产的价格,V是期权的价值。
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What is Gamma in Options Trading and How Is…
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Gamma measures the rate of change of delta (Δ) with respect to changes in the price of the underlying asset. Delta represents the sensitivity of the option's price to changes in the price of the underlying asset, S is the price of the underlying asset, and V is the value of the option.Gamma 衡量的是 delta (Δ) 相对于标的资产价格变化的变化率。Delta代表期权价格对标的资产价格变化的敏感度,S是标的资产的价格,V是期权的价值。