Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...

Have you found strategies that make use of the decay of an option's theta that are attractive but you can't stand the associated risk? At the same time, conservative strategies such as covered-call ...

There is a new buzzword in town: 'Gamma Flip'. It is used to explain (due to a lack of any sane explanation for current market behaviour) why the S&P seems stuck at practically all-time highs and what ...