➥ Hypergrowth Options Strategy Course:
Option gamma represents the expected change in an option’s delta relative to movements in the underlying stock price.
In this video, you’ll learn:
1. What an option’s gamma represents
2. The impact of gamma on call and put option deltas when the stock price changes
3. How to interpret gamma as the change in an option’s probability of expiring in-the-money
4. How the number of days to expiration and the strike price of an option contribute to gamma risk
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