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 ?
The 3rd group of animals was infected with the same dose of the virus and was treated with trypsin-like proteinases inhibitor derived from the wastes of gamma globulin production.
A significant increase of 15% in serum gamma globulins (immunoglobulins) of pre-treated breast cancer patients in present investigation suggests a secondary defense reaction against increasing tumor load.
In a series of questions sent to Mackenzie in March 1954, the PAC pointedly suggested that the majority of City nurses had taken their vacations during the height of the outbreak, and that they had tried to avoid working on the polio ward of the King George by volunteering to staff the clinic that administered the gamma globulin serum to contacts of confirmed polio cases.
Her MR exam showed multiple brain lesions and her lumbar puncture revealed elevated levels of gamma globulin.
Other treatments include coffee enemas, something called "salt-neutralization therapy," gamma globulin, interferon, vitamins, ginseng, and the patient's urine (as a beverage or injection).
Because appropriate treatment significantly improves the outcome for children with this complication, all children with KS are treated with aspirin and intravenous gamma globulin.
Latex particles coated with gamma globulin may spontaneously aggregate in dilute solutions without proteins.
In contrast, hepatitis A is spread primarily through contaminated water and food and is not chronic; gamma globulin can provide temporary immunity against it.
She has Crohn's and rheumatoid arthritis and now osteoporosis as well as no gamma globulin as we all have no gamma globulin, or at least not enough.
1929) worked out the structure of a gamma globulin, a type of protein that exists in the blood and out of which various antibodies are formed.
For first-aid responders, this may include the HBV vaccination, gamma globulin injection, and azidothymidine (AZT) prophylaxis.
Two years after diagnosis, 80 percent of the 16 gamma globulin patients showed no sign of aneurysm.