At-the-money options that are close to expiration have a greater gamma than at-the-money options with greater time

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At-the-money options that are close to expiration have a greater gamma than at-the-money options with greater time left until expiration (assuming all other things being equal).

True or false?

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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At-the-money options that are close to expiration have a greater gamma than at-the-money options with greater time

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Option Spread Strategies Trading Up Down And Sideways Markets

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