Statements (22)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
option Greek
|
| gptkbp:affects |
delta hedging
|
| gptkbp:dependsOn |
underlying asset price
|
| gptkbp:hasUnit |
per unit change in underlying
|
| https://www.w3.org/2000/01/rdf-schema#label |
gamma (option Greeks)
|
| gptkbp:isHighestFor |
at-the-money options
|
| gptkbp:isLowestFor |
deep in-the-money options
deep out-of-the-money options |
| gptkbp:isSecondDerivativeOf |
option price with respect to underlying price
|
| gptkbp:measures |
rate of change of delta
|
| gptkbp:partOf |
gptkb:Black-Scholes_model
|
| gptkbp:relatedTo |
gptkb:government_agency
options trading theta rho vega |
| gptkbp:symbol |
Γ
|
| gptkbp:usedBy |
options traders
|
| gptkbp:usedFor |
risk management
portfolio adjustment |
| gptkbp:bfsParent |
gptkb:Greek_Gamma
|
| gptkbp:bfsLayer |
8
|