List of Flash News about 1% Cash Gamma
Time | Details |
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2024-12-16 09:26 |
Greeks.live Introduces Customizable Metrics for Options Trading
According to Greeks.live, the platform offers refined and customizable metrics for professional options traders. Users can enable specific columns in their options position list, such as '1% Cash Gamma', calculated as 0.5 * Gamma * (index price * 0.01)^2, and 'Vanna', which measures the impact of implied volatility on options pricing. |
2024-12-16 09:26 |
GreeksLive Introduces Advanced Options Metrics for Professional Traders
According to GreeksLive, a professional options tool is now offering detailed and customizable options metrics for professional traders. On the X Web platform, traders can access specific metrics in their options portfolios, such as '1% Cash Gamma', which calculates the dollar impact of a 1% move in the underlying asset using the formula: 0.5 * Gamma * (index price * 0.01)^2. Additionally, the tool provides the 'Vanna' metric, related to the sensitivity of implied volatility to Delta. |