Gamma partial value.

Namespace: RightEdge.Common
Assembly: Common (in Common.dll) Version: 2010.1.0.0 (2010.1.0.0)

Syntax

C#
public double Gamma
Visual Basic
Public Gamma As Double
Visual C++
public:
double Gamma
F#
val mutable Gamma: float

Field Value

Type: Double

Remarks

The change in an option's delta per one point move in the price of the underlying asset.

See Also