Apr 14, 2019 Oct 19, 2018 Sep 14, 2020 It was a matter that came up Wednesday, when our Weekly Options Accelerator trading service stepped into some near-term MGM Resorts (MGM) calls in anticipation of a continued bullish thrust. While delta still played a key role in which call option we chose, this is a case where gamma … Gamma is used to measure the rate of change in an option's delta as the underlying security (stock, ETF, index) moves. In a positional context, long gamma means your option position is such that if the stock … Option Gamma Trading (Volcube, 2013) – An accessible ebook guide to option gamma trading, from basic definitions to more advanced gamma hedging and gamma trading techniques as practised by professional option traders. Starting from first principles, option gamma is explained in straightforward English before separate sections on gamma …
An accessible guide to option gamma trading, from basic definitions to more advanced gamma hedging and gamma trading techniques as practised by professional option traders. Starting from first principles, option gamma is explained in straightforward English before separate sections on gamma hedging, gamma trading and advanced gamma trading … Jun 19, 2017
Jun 19, 2017
Apr 24, 2018
Jun 13, 2017 In trading of fixed income securities (bonds), various measures of bond duration are used analogously to the delta of an option. The closest analogue to the delta is DV01 , which is the reduction in price (in …