A measurement of how fast delta changes, given a unit change in the underlying futures price.

Use gamma in a sentence

You should always try to keep up with how quickly the gamma can change so that you are ready to make a quick move.

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You should be monitoring the gamma value, so that you do not miss a potentially fruitful opportunity to invest your limited funds.

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The gamma was statistically high so we knew we were dealing with a responsive security that required constant monitoring for the optimal transaction moment.

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Mentioned in these terms

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omega gamma neutral