Also gamma decay or DgammaDtime. Third order Greek which measures sensitivity of gamma to passage of time (small changes in time to expiration).
You are in Tutorials and Reference»Option Greeks
More in Tutorials and Reference
Also gamma decay or DgammaDtime. Third order Greek which measures sensitivity of gamma to passage of time (small changes in time to expiration).
All»Tutorials and Reference»Option Greeks
More in Tutorials and Reference
By remaining on this website or using its content, you confirm that you have read and agree with the Terms of Use Agreement.
We are not liable for any damages resulting from using this website. Any information may be inaccurate or incomplete. See full Limitation of Liability.
Content may include affiliate links, which means we may earn commission if you buy on the linked website. See full Affiliate and Referral Disclosure.
We use cookies and similar technology to improve user experience and analyze traffic. See full Cookie Policy.
See also Privacy Policy on how we collect and handle user data.
© 2022 Macroption