Was ist Options-Gamma?
Options-Gamma A measure of the rate of change in an option’s delta relative to changes in the price of the underlying asset; indicates the convexity of an option’s value and risk exposure.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Options-Gamma” Used in Practice?
Das Options-Gamma misst die Empfindlichkeit des Deltas gegenüber Preisänderungen des Basiswerts und ist für das Management nichtlinearer Risiken großer Optionsportfolios entscheidend.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Was ist Options-Gamma?
A measure of the rate of change in an option’s delta relative to changes in the price of the underlying asset; indicates the convexity of an option’s value and risk exposure.
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