What is Options Gamma? The Options Greeks - Trading Tutorial

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What is Options Gamma?

Gamma is a measure of the rate of change of its delta . The gamma of an option is expressed as a percentage and reflects the change in the delta in response to a one point movement of the underlying stock price. Like the delta, the gamma is constantly changing, even with tiny movements of the underlying stock price. It generally is at its peak value when the stock price is near the strike price of the option and decreases as the option goes deeper into or out of the money.

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