答案解析: Gamma, the curvature of the option-price/asset-price function, is greatest when the asset is at the money. 统计:共计49人答过,平均正确率89.79% 问题:进入高顿部落发帖帮助相似题型热门网课更多>> 论坛精华更多>> 题库APP下载更多>> 关注我们 微信号:gaoduntiku 登录手机注册 合作账户...
“Option Markets and Contracts,” Don M.Chance 2009 Modular Level II, Volume 6, pp.189-192 Study Session 17-62-f Explain the gamma effect on an option’s price and delta and how gamma can affect a delta hedge. Even if the price of the underlying does not change, the delta of an ...
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Gamma indicates how much of the Delta of an option is expected to change per $1 change in the underlying asset's price. Theta provides the rate at which an option's value declines as time passes, reflecting the option's time decay. ...
The intrinsic value of an option is the difference between the underlying stock price and the strike price if the option is in the money. Premiums are influenced by the underlying asset's price, strike price, time until expiration, volatility, and interest rates. ...
We use the properties of this analytic extension in order to show local uniqueness of ground state solutions. The uniqueness of the ground state solutions for the case , i.e. for the case of Hartree–Choquard, is well known. The main difficulty for the case is connected with a possible ...
Long options have a positive gamma. An option has a maximum gamma when it is at-the-money (option strike price equals the price of the underlying asset). However, gamma decreases when an option is deep-in-the-money or out-the-money. ...
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