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 ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial ...

The "Greeks" are an essential toolkit for options investors and traders. These mathematical calculations, each named after a ...

Options Greeks are one of many factors that are important to understand when trading options. The aptly named "Greeks," are measurements relative to risk named after Greek letters. The measurements ...

Mathematical models are used by the financial industry to determine the theoretical value of an option based on key parameters such as the price and volatility of the underlying security, time to ...