## Timeline Call Gamma

Timeline Call Gamma Timeline Call Gamma enables the trader to evaluate how much their delta exposure will change due to a change in the underlying asset price. The timeline call gamma is the first differential of the delta and this applies to the timeline call as much as any vanilla option although the timeline call […]

## Put Accumulator Gamma

Put Accumulator Gamma Put accumulator gamma describes the change in the delta of a put accumulator due to a change in the underlying price, i.e. it is the first derivative of the put accumulator delta with respect to a change in underlying price and is depicted as: Γ=dΔ/dS where  Δ is the put accumulator delta and […]

## One Touch Call Gamma

One Touch Call Gamma One touch call gamma is always positive as is the gamma of all out-of-the-money options. Like the binary call option gamma, this gamma is zero at the strike. This indicates that the one-touch call delta always approaches the strike at a perpendicular, irrespective of the value of the gamma prior to the […]

## Double No Touch Gamma

Double No Touch Gamma Double no touch gamma is the metric that describes the change in the delta of a double no-touch option due to a change in the underlying price, i.e. it is the first derivative of the double no-touch delta with respect to a change in underlying price and is depicted as: Γ=dΔ/dS […]

## Duke of York Gamma

Duke of York Gamma Duke of York gamma is the metric that describes the change in the delta of a Duke of York due to a change in the underlying price, i.e. it is the first derivative of the Duke of York Delta with respect to a change in underlying price and is depicted as: Γ=dΔ/dS […]

## Eachway Tunnel Gamma

Eachway Tunnel Gamma Eachway tunnel gamma is the metric that describes the change in the delta of an eachway tunnel due to a change in the underlying price, i.e. it is the first derivative of the eachway tunnel delta with respect to a change in underlying price and is depicted as: Γ=dΔ/dS where  Δ is the […]

## Call Accumulator Gamma

Call Accumulator Gamma Call accumulator gamma describes the change in the delta of a call accumulator due to a change in the underlying price, i.e. it is the first derivative of the call accumulator delta with respect to a change in underlying price and is depicted as: Γ=dΔ/dS where  Δ is the call accumulator delta and […]

## Eachway Put Gamma

Eachway Put Gamma The eachway put gamma describes the change in the delta of an eachway put due to a change in the underlying price, i.e. it is the first derivative of the eachway put delta with respect to a change in underlying price and is depicted as: Γ=dΔ/dS where  Δ is the eachway put […]

## Eachway Call Gamma

Eachway Call Gamma The eachway call gamma describes the change in the delta of an eachway call due to a change in the underlying price, i.e. it is the first derivative of the eachway call delta with respect to a change in underlying price and is depicted as: Γ=dΔ/dS where  Δ is the eachway call […]

## Tunnel Options Gamma

Tunnel Options Gamma Tunnel options gamma is the metric that describes the change in the delta of tunnel options due to a change in the underlying price, i.e. it is the first derivative of the tunnel option’s fair value with respect to a change in underlying price and is depicted as: Γ=dΔ/dS where  Δ is […]