Question
If an option has a high gamma, that means the option's ______________ is highly sensitive to the ________________. a. Premium; undelying price b. Delta; underlying
If an option has a high gamma, that means the option's ______________ is highly sensitive to the ________________.
| a. | Premium; undelying price | |
| b. | Delta; underlying price | |
| c. | Delta; option's premium | |
| d. | Elasticity; underlying price |
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Volatility Trading
Authors: Euan Sinclair
2nd Edition
1118347137, 9781118347133
