There is a new buzzword in town: 'Gamma Flip'. It is used to explain (due to a lack of any sane explanation for current market behaviour) why the S&P seems stuck at practically all-time highs and ...

Gamma ray bursts have provided a constant source of excitement since they were discovered in the 1960s by US military satellites hunting for evidence of secret nuclear weapons tests. When they ...

The gamma of an option is often represented as a percentage. In this example, for every 20% move in the stock’s price the delta will be adjusted by a corresponding 20%. This means that a $1 increase ...

Example of Delta-Gamma Hedging Using the Underlying Stock . Assume a trader is long one call of a stock, and the option has a delta of 0.6. That means that for each $1 the stock price moves up or ...