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- 2011-7-11
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How gamma changes as options move toward expiration?
Can you explain how gamma changes as in-the-money, at-the-money, and out-of-the-money options move toward expiration?
It looks the curriculum is talking the delta change and no coverage for puts.
Edited 1 time(s). Last edit at Monday, April 4, 2011 at 03:11PM by deriv108. |
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发表于 2011-7-11 19:24
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