Gamma

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
https://payrollheaven.com/define/gamma/
Modern Language Association (MLA):
Gamma. PayrollHeaven.com. Payroll & Accounting Heaven Ltd. September 28, 2021 https://payrollheaven.com/define/gamma/.
Chicago Manual of Style (CMS):
Gamma. PayrollHeaven.com. Payroll & Accounting Heaven Ltd. https://payrollheaven.com/define/gamma/ (accessed: September 28, 2021).
American Psychological Association (APA):
Gamma. PayrollHeaven.com. Retrieved September 28, 2021, from PayrollHeaven.com website: https://payrollheaven.com/define/gamma/

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.