July 15, 2019

How Can Gamma Effect My Option Position?

Gamma is a risk parameter used in options pricing.  It is the speed at which delta changes as the underlying asset moves up or down.  But how can that affect one’s options position?

Click the video below to find out.

Follow me on Twitter @CboeSib

about the author:

Scott Bauer

A respected market commentator seen on Bloomberg, Fox Business, CNBC and other major financial networks, Scott Bauer has 30+ years of professional equity and index options experience at the Chicago Board Options Exchange (CBOE) and Chicago Mercantile Exchange (CME) and as a Vice-President/trader for Goldman Sachs. Scott graduated with Honors from the University of Illinois Business School and has taught classes both at his alma mater and at the CBOE.

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