
- UID
- 223435
- 帖子
- 249
- 主题
- 5
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
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Gamma is greatest at when a call or put is at the money, the further the price moves from the exercise price. I don't think there is a difference between a short or long put gammas, just like delta of a short or long call is the same. Now, value and its effect would change depending on if your long or short the assest / long or short the call / long or short the put |
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