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What is Gamma (Γ)?
A second-order derivative metric that shows how much delta changes with the price of the underlying asset.
ExampleOptions with high gamma are much more sensitive to price moves.The figures in the example illustrate the concept; they are not current market data.
Related terms
Delta (Δ)How much an option's price changes when the price of the underlying asset changes by one unit.Theta (Θ)A time decay metric that shows how much an option's premium erodes with each passing day.Vega (ν)Shows how much an option's premium changes when the volatility of the underlying asset changes by 1%.Futures ContractA standardized, exchange-traded contract that commits to delivery at a price set for a future date.
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Frequently asked questions
What is Gamma (Γ)?
A second-order derivative metric that shows how much delta changes with the price of the underlying asset.
What is Gamma (Γ) called in Turkish?
In Turkish financial reporting and news, Gamma (Γ) is called Gamma.
Which concepts are related to Gamma (Γ)?
The concepts most often mentioned together with Gamma (Γ) are Delta (Δ), Theta (Θ) and Vega (ν).