gamma is a measure of how much an option’s price will change in relation to a one point change in the underlying security. The gamma of a call option is positive, and the gamma of a put option is negative. The gamma of an ETF option is higher than the gamma of the underlying stock. […]
What Is A Gamma Squeeze In Stocks
Gamma is a measure of the rate of change in an option’s delta with respect to a change in the underlying security’s price. A gamma squeeze is a situation that arises when the gamma of an option’s delta becomes very large. When an option’s gamma becomes large, the option’s delta will change rapidly as the […]
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