Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...

Mathematical models are used by the financial industry to determine the theoretical value of an option based on key parameters such as the price and volatility of the underlying security, time to ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Somer G. Anderson is CPA, doctor of accounting, and an accounting and finance professor who has been working in ...

To clearly understand gamma squeezes, investors must first have a handle on the inner workings of the options market. Options are financial derivatives that provide the owner the right, but not the ...