Gamma

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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.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

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.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved

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.
Wall Street Words: An A to Z Guide to Investment Terms for Today's Investor by David L. Scott. Copyright © 2003 by Houghton Mifflin Company. Published by Houghton Mifflin Company. All rights reserved. All rights reserved.
References in periodicals archive ?
According to the method proposed, for the isolation of trypsin-like proteinases inhibitor we used the wastes of the Ist stage (II+III) of industrial production of gamma globulin from human blood that contained a significant amount of the inhibitor mentioned (Divocha, Mykhalchuk, and Gozhenko, 2006b; Divocha and Mikelashvyly, 2001).
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.
Although the urge to medically-manage the disease did not dissipate, as indicated by the emphasis in 1953 on gamma globulin, the successful introduction of the Kenny method in Manitoba led to an important shift, namely the growing emphasis on patient care and nurses.
Her MR exam showed multiple brain lesions and her lumbar puncture revealed elevated levels of gamma globulin. These findings coupled with abnormally slow evoked responses resulted in a diagnosis of MS.
The research of Fessel and Forsyth (1966) analyzed total gamma globulin but did not indicate what class(es) of antibodies were affected (e.g., IgG, IgD, IgM, IgE, IgA).
Usually a glycine buffer at pH 8.2 is used.[3] A buffer with a pH of almost 7.4 would be closer to the isoelectric point of gamma globulin, which is pH 6.6.
Prevention of endemic icteric viral hepatitis by administration of immune serum gamma globulin. J Infect Dis 1987; 156:56-63.
In contrast, hepatitis A is spread primarily through contaminated water and food and is not chronic; gamma globulin can provide temporary immunity against it.
"It never affects me," she says, "I'm fortunate." 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.
Gamma Globulin - Blood proteins important in the immune defense system; the class of proteins that includes antibodies.