Gamma is often thought of as representing a view on volatility, while vega measures the dollar impact
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Gamma is often thought of as representing a view on volatility, while vega measures the dollar impact on option values of a change in volatility. Do they measure the same thing? Is it possible for gamma to increase and vega to decrease simultaneously?
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and The formulae for the gamma and the vega in the BlackScholes setting are Tc Ip 1 Ndi StT Vc VP Tt ...View the full answer
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