Gammaγ
伽马
Sentiment & DerivativesP2OptionsApplies to: US stocks
Definition
Sensitivity of Delta to the underlying price (2nd order).
Formula
∂Delta/∂underlying price
How to read it
Greatest at-the-money and near expiry; high Gamma = frequent hedging, amplifying/suppressing volatility (see GEX).
Outputvalue/series
Data source: Same as above. Public knowledge, not investment advice.
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Related indicators
Reference metadata — public, well-known indicator definitions. Not investment advice.