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Analysis

Gamma de l’Option

A measure of the rate of change in an option’s delta relative to changes in the price of the underlying asset; indicates the convexity of an option’s value and risk exposure.

Quick answer: A measure of the rate of change in an option’s delta relative to changes in the price of the underlying asset; indicates the convexity of an option’s value and risk exposure.

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Quick answer

A measure of the rate of change in an option’s delta relative to changes in the price of the underlying asset; indicates the convexity of an option’s value and risk exposure.

Why it matters

Gamma de l’Option matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Editorial context

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Questions and answers

Questions and answers

What is Gamma de l’Option?

In this glossary, Gamma de l’Option refers to: A measure of the rate of change in an option’s delta relative to changes in the price of the underlying asset; indicates the convexity of an option’s value and risk exposure.

How is Gamma de l’Option used in finance?

In finance communication, this term appears in contexts such as: "Le gamma de l’option mesure la sensibilité du delta aux variations de prix du sous-jacent, essentiel pour la gestion des risques non linéaires dans de grands portefeuilles d’options."

Why does Gamma de l’Option matter in finance?

Gamma de l’Option matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Who uses Gamma de l’Option?

Gamma de l’Option is mainly used by Financial Analysts, Bankers, and Traders.

What category does Gamma de l’Option belong to?

In this glossary, Gamma de l’Option is grouped under Analysis. Related pages in this category explain adjacent procedures, commands and operational concepts.

Where does this definition come from?

This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.

Definition

A measure of the rate of change in an option’s delta relative to changes in the price of the underlying asset; indicates the convexity of an option’s value and risk exposure.

Operational example

Option gamma quantifies the sensitivity of delta to price changes in the underlying and is key for managing nonlinear risk in large options portfolios.

Localized term

Gamma de l’Option

Localized example

Le gamma de l’option mesure la sensibilité du delta aux variations de prix du sous-jacent, essentiel pour la gestion des risques non linéaires dans de grands portefeuilles d’options.

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Analysis

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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