All»Tutorials and Reference»Option Greeks

Option Color

Also gamma decay or DgammaDtime. Third order Greek which measures sensitivity of gamma to passage of time (small changes in time to expiration).

Have a question or feedback? Send me a message. It takes less than a minute.

By remaining on this website or using its content, you confirm that you have read and agree with the Terms of Use Agreement just as if you have signed it. The Agreement also includes Privacy Policy and Cookie Policy. If you don't agree with any part of this Agreement, please leave the website now. Any information may be inaccurate, incomplete, outdated or plain wrong. Macroption is not liable for any damages resulting from using the content.