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Results tagged with greeks
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user 39744
Greeks are named quantities representing sensitivity of option price to change in underlying parameters. Use of [greeks] tag should relate to one more named quantities, such as delta or gamma.
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Why gamma for ATM option decreases as volatility increases
Increase in volatility increases the price of options which in turn increases the IV. Increase in IV is equivalent to pushing out the expiry date with the old IV.
You know ATM Gamma increases as you g …
