A simplified thread about #Gamma : Delta is change in option price with change in stock/nf/BN, but Delta doesn't remain constant, so how much delta will be changed, is measured by Gamma. Confusing?

#Gamma measures risk of movement, for e.g #tcs is trading at 2000rs,

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#Gamma measures risk of movement, for e.g #tcs is trading at 2000rs,

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The God of #Options #Greeks is often disregarded and has no mercy, especially on #Options #expiration day.

A #Thread on #Gamma.

#OptionsGreeks

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A #Thread on #Gamma.

#OptionsGreeks

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The primary feature of #Options is their non-linear payout.

Most traders understand that #OptionsPricing is dependent on the price of the underlying, but the response is non-linear. #Gamma is the variable that describes this non-linearity.

#OptionsGreeks

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Most traders understand that #OptionsPricing is dependent on the price of the underlying, but the response is non-linear. #Gamma is the variable that describes this non-linearity.

#OptionsGreeks

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Loosely, if #Delta is the speed of the #Options position, #Gamma is the acceleration.

#OptionsGreeks

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#OptionsGreeks

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