A gamma of 0.10 means that the delta of the overall position would change against the trader

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A gamma of 0.10 means that the delta of the overall position would change against the trader by approximately ______ for every 1 point the underlying moves.

LO.1

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Option Spread Strategies Trading Up Down And Sideways Markets

ISBN: B003O2SXRI

1st Edition

Authors: Anthony J Saliba ,Joseph C Corona ,Karen E Johnson

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Question Posted: Jul 19, 2024 07:03 PM

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A gamma of 0.10 means that the delta of the overall position would change against the trader

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Option Spread Strategies Trading Up Down And Sideways Markets

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