Options Trading - 期权面面观

Gamma 希腊值: 𝜞 Gamma

| Jan 7, 2022
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    Options Trading - 期权面面观

    Gamma 希腊值: 𝜞 Gamma

    Jan 7, 2022

    Gamma和其他希腊值相比,是一个相对更为抽象的概念。但是如果能将其掌握,对单个仓位和整个账户风险的理解都能上一个层次。简单的来说Gamma是建立在Delta基础之上的,Delta和Gamma也就像开车的平均车速与加速度的关系,两者都能衡量风险,但是侧重点不同。

    Gamma is a more abstract concept than other learned Greeks. However, once traders grasp it, we can better measure the risks of a single position or the whole portfolio. Gamma is built on top of Delta. Their relationship is similar to the average speed and acceleration speed of a driving car. Both represent the risks in trading, but from different perspectives.

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