What is meant by the gamma of an option position what are

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What is meant by the gamma of an option position? What are the risks in the situation where the gamma of a position is large and negative and the delta is zero?

Reference no: EM13590375

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What is meant by the gamma of an option position what are : what is meant by the gamma of an option position? what are the risks in the situation where the gamma of a position is
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