Options Trading Greeks: Gamma For Speed

https://steadyoptions.com This video describes Gamma and shows how Gamma impacts options pricing. It examines few live examples of different options strategies. Gamma measures the rate of change for delta with respect to the underlying asset's price. The gamma of an option is expressed as a percentage and reflects the change in the delta in response to a one point movement of the underlying stock price.

Comments

1. Should the slide at 6.55 be 'List of Gamma positive strategies' instead of vega? Likewise with the list of negative strategies.