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 ...

The Greeks (which include delta, gamma, theta, vega, and rho) provide a way to measure the sensitivity of an option's price ...

Peter Gratton, Ph.D., is a New Orleans-based editor and professor with over 20 years of experience in investing, economics, and public policy. Peter began covering markets at Multex (Reuters) and has ...

Delta is the easiest to understand of the option Greeks Delta is the second Greek letter used in options trading. Delta can easily be quantified as the change in option price relative to the ...