define gamma and state whether gamma for the put option would decrease, stay the same or increase

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define gamma and state whether gamma for the put option would decrease, stay the same or increase if TRT's stock price immediately decreases to $57

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Posted Date: Aug 26, 2020 10:46 AM

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define gamma and state whether gamma for the put option would decrease, stay the same or increase

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Gamma is the rate of change in an options delta per 1point move in the underlying assets price Gamma ... View the full answer

Options Futures and Other Derivatives

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