What is meant by the gamma of an option position? What are the risks in the situation

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What is meant by the gamma of an option position? What are the risks in the situation where the gamma of a position is highly negative and the delta is zero?

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Options Futures And Other Derivatives

ISBN: 9780273759072

8th Global Edition

Authors: John Hull

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Question Posted: Oct 21, 2024 10:00 AM

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17.5. What is meant by the gamma of an option position? What are the risks in the situation where the gamma of a position is highly negative and the delta is zero?
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What is meant by the gamma of an option position? What are the risks in the situation where the gamma of a position is highly negative and the delta is zero?
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What is meant by the gamma of an option position? What are the risks in the situation

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Options Futures And Other Derivatives

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