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Glossary   >   G   >   "Gamma" Definition            Gamma The measure of change in the delta of an option compared with a price change in the underlying. See Delta. The ratio of a change in the option delta to a small change in the price of the asset on which the option is written. The rate of change for delta with respect to the underlying asset"s price. The rate of change of an option or warrant"s delta relative to a given change in the underlying asset. Calculated by dividing the delta by the change in the price of the underlying share. Glossary    Dictionary Search (powered by Google) WWW ITLOCUS.COM GLOSSARY.ITLOCUS.COM Translate a web page (powered by Google)      to German Spanish French Italian Portuguese Japanese Korean Chinese

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Gamma \ The measure of change in the delta of an option compared with a price change in the underlying. See Delta.

The ratio of a change in the option delta to a small change in the price of the asset on which the option is written.

The rate of change for delta with respect to the underlying asset"s price.

The rate of change of an option or warrant"s delta relative to a given change in the underlying asset. Calculated by dividing the delta by the change in the price of the underlying share.