在期权交易的复杂世界中，理解 Gamma 和 Theta 之间的反向关系至关重要。 Gamma 衡量的是期权 Delta 对标的资产价格变动的敏感度。简单来说，它反映了期权价格随标的资产价格变化的加速度。当 Gamma 较大时，意味着期权价格对标的资产价格的小幅变动会有较大的 ...

and GAMMA options superimpose fitted curves on the histogram in Output 4.2.1. The L= options specify distinct line types for the curves. Note that a threshold parameter is assumed for each curve. In ...

exponential curve, gamma curve and Weibull curve; standard deviation for fitted normal curve; or the scale parameter for the fitted lognormal curve SIGMA= Specify threshold parameter for fitted beta ...

Below, we guide you through the five primary Greeks—delta, gamma, theta, vega, and rho—explaining what each tells you, how they interact, and why they matter when you're trading options.