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 large and negative and the delta is zero?

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Risk Management And Financial Institutions

ISBN: 9781118269039

3rd Edition

Authors: John C. Hull

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Question Posted: Jul 27, 2024 02:04 AM

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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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Risk Management And Financial Institutions

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