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What Is the Relationship between Gamma and Delta?

Gamma measures the rate of change of an option's Delta relative to a change in the underlying asset's price. It is the second derivative of the option price with respect to the underlying price.

High Gamma means Delta is highly sensitive to price movements. Traders use Gamma to anticipate how quickly their Delta hedge will need to be adjusted, as high Gamma indicates a greater need for rebalancing.

In Options Trading, What Greek Letter Measures the Sensitivity to Volatility, and How Does This Relate to Mining Variance?
What Is the Term for the Sensitivity of Gamma to the Underlying Price?
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Which Option ‘Greek’ Measures the Sensitivity to Volatility Changes?