Greeks
Gamma Risk
Risk from rapid delta changes
What is Gamma Risk?
Gamma Risk The risk that delta changes rapidly, particularly for ATM options near expiration. Sellers are short gamma and face increasing risk as expiration approaches.
Complete Definition
The risk that delta changes rapidly, particularly for ATM options near expiration. Sellers are short gamma and face increasing risk as expiration approaches.
Related Terms
Want to Learn More?
Explore our educational resources and analytics tools to deepen your understanding.