Gamma

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Related to gamma globulin: human gamma globulin

Gamma

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.

Gamma

A measure of how fast the delta changes. That is, gamma is a mathematical measurement of how fast the price of an option contract changes for each unit of change in the price of the underlying asset. The larger the gamma, the more volatile the option contract is. If an option is at the money or near the money, gamma is large, but if it is deep in or deep out of the money, gamma can become quite small. This is because when an option is near the money, a small change in the underlying asset's value can greatly change the level of demand for the contract. This is not the case for deep in and deep out of the money options.

gamma

The sensitivity of an option's delta to changes in the price of the underlying asset. The gamma of an option is greatest when an option is near the money (strike price close to market price of underlying asset) and near zero when an option is deep out of the money.
References in periodicals archive ?
Agarose gel electrophoresis was used to measure prealbumin, albumin, and alpha, beta, and gamma globulins.
To ensure everyone who needs a shot of gamma globulin gets one, county health officials have contacted the federal Centers for Disease Control and Prevention in Atlanta and a local health maintenance organization.
Gamma globulin can cause such side effects as rashes and hives, and, in rare cases, fever.
The inoculations are made up of gamma globulin, which is a protein that is derived from human blood and serves to boost the immune system so it can fight the virus.
Because gamma globulin does have some side effects and the drug is in short supply, health officials recommend that only those who ate the strawberries should get an injection.
His responsibilities encompassed several biopharmaceutical development programs including overseeing preparation of a registration application and clinical trials for intravenous gamma globulin as well as assisting with a registration application for recombinant factor VIII.
June 11 /PRNewswire/ -- Diagnon Corporation (OTC Bulletin Board: DIGN) announced today that it has been granted United States Department of Agriculture clearance for the sale and distribution of Lyphomune(TM) oral/intravenous equine gamma globulin (IgG) for the treatment of failure of passive transfer (FPT) in neonatal foals.
Venoglobulin(TM)S, Alpha's gamma globulin product, is the only licensed product that uses a solvent detergent process to inactivate viruses.
18 to 27, 1994, are advised to immediately seek a gamma globulin shot to protect them from possibly becoming ill with hepatitis.
To treat Joshua's compromised immune system, he was given repeated intravenous gamma globulin treatments.
The pharmaceutical industry currently uses gamma globulin preparations extracted and refined from human blood serum.
Dilutions of the protein gamma globulin were dried on the stainless steel coupons to determine if protein build-up can be detected using the chip.