Discover and read the best of Twitter Threads about #MountGamma
Most recents (1)
The God of #Options #Greeks is often disregarded and has no mercy, especially on #Options #expiration day.
A #Thread on #Gamma.
#OptionsGreeks
1/n
A #Thread on #Gamma.
#OptionsGreeks
1/n
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
2/n
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
2/n
Loosely, if #Delta is the speed of the #Options position, #Gamma is the acceleration.
#OptionsGreeks
3/n
#OptionsGreeks
3/n
