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Option price is 10$, underlying price is 100$. When underlying price is 101$, option price is 10.1$, and when underlying price is 99$, the option

Option price is 10$, underlying price is 100$. When underlying price is 101$, option price is 10.1$, and when underlying price is 99$, the option price is 9.8$.

What is option gamma?

Round your answer to two decimal points

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