O que e Gama de Opção?
Gama de Opção 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 “Gama de Opção” Used in Practice?
A gama de opção quantifica a sensibilidade do delta a variações no preço do ativo subjacente e é essencial na gestão de riscos não lineares em grandes portfólios de opções.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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O que e Gama de Opção?
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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