Last Updated
:2025/12/04
gamma of the gamma
Noun
uncountable
Japanese Meaning
(金融) ガンマの変化率、つまり、基礎資産の価格変動に対してガンマがどのように変化するかを示す、派生商品の価格感応性の第3次指標
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(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.
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gamma of the gamma
Before the volatility spike, the risk manager recalculated the gamma of the gamma to assess how option exposures would respond to price movements.
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Before the volatility spike, the risk manager recalculated the gamma of the gamma to assess how option exposures would respond to price movements.
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