Question: What are the delta and gamma of an option
What are the delta and gamma of an option?
Answer to relevant QuestionsExplain why the writer of an option would prefer an option with a high theta (all other factors equal). When the buyer of a put option on a futures contract exercises, explain the resulting position for the buyer and the writer. What is the motivation for the purchase of an over-the-counter option? What is the relationship between an interest-rate agreement and an option on an interest rate? The following appeared on a quote sheet: “Receiver Swaption: An option to receive the fixed leg of a swap (i.e., long receiver is long duration). Payer Swaption: An option to pay the fixed leg of a swap (i.e., long payer ...
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