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Measures the rate of change in an option’s delta for a one-unit change in the price of the underlying asset.
Gamma in options trading measures how fast an option’s delta changes relative to a one-unit change in the price of the underlying asset. It’s crucial for understanding the sensitivity of options to price movements, particularly for strategies involving options close to expiration or near the money. High gamma means the delta can change rapidly, affecting the option’s price significantly with small movements in the underlying asset.
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