Gamma definition - Risk.net

Search for the definition you are looking for.

Gamma

Gamma is the sensitivity of an option’s delta to changes in the price of the underlying asset.

See also Greeks.

Click here for articles on gamma.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here: