Business, Legal & Accounting Glossary

Definition: Gamma

Quick Summary of Gamma

The change in an option or warrant’s delta relative to a given change in the [price of the] underlying asset. Calculated by dividing the delta by the change in the price of the underlying share.

Cite Term

To help you cite our definitions in your bibliography, here is the proper citation layout for the three major formatting styles, with all of the relevant information filled in.

Page URL
Modern Language Association (MLA):
Gamma. Payroll & Accounting Heaven Ltd. September 28, 2021
Chicago Manual of Style (CMS):
Gamma. Payroll & Accounting Heaven Ltd. (accessed: September 28, 2021).
American Psychological Association (APA):
Gamma. Retrieved September 28, 2021, from website:

Definition Sources

Definitions for Gamma are sourced/syndicated and enhanced from:

  • A Dictionary of Economics (Oxford Quick Reference)
  • Oxford Dictionary Of Accounting
  • Oxford Dictionary Of Business & Management

This glossary post was last updated: 26th April, 2020 | 0 Views.