A measurement of how fast delta changes, given a unit change in the underlying futures price.
Related information about gamma:
- Gamma - Wikipedia, the free encyclopedia
Gamma (uppercase Γ, lowercase γ; Greek: Γάμμα Gámma) is the third letter of the Greek alphabet. In the system of Greek numerals it has a value of 3.
- Gamma correction - Wikipedia, the free encyclopedia
Gamma correction, gamma nonlinearity, gamma encoding, or often simply gamma, is the name of a nonlinear operation used to code and decode luminance or ...
- Gamma ray - Wikipedia, the free encyclopedia
Gamma radiation, also known as gamma rays or hyphenated as gamma-rays and denoted as γ, is electromagnetic radiation of high frequency and therefore ...
- Gamma distribution - Wikipedia, the free encyclopedia
In probability theory and statistics, the gamma distribution is a two-parameter family of continuous probability distributions. There are three different ...
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- Gamma Definition | Investopedia
The rate of change for delta with respect to the underlying asset's price. Gamma is an important measure of the convexity of a derivative's value, in relation to the ...
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- Gamma Function -- from Wolfram MathWorld
The gamma function is implemented in Mathematica as Gamma[z]. There are a ... The gamma function can be defined as a definite integral for R[z]>0 (Euler's ...