In this article, we'll introduce you to this strategy. A gamma-delta neutral spread is an options strategy that exploits the change in an options' value as it approaches maturity, while ...

Gamma measures how much an option's delta changes in response to a change in the price of the underlying asset. The higher an option's gamma is, the more the delta will respond to a change in price.

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Data tracked by Amberdata show the $80,000 strike has the most negative gamma and as such volatility could increase sharply once prices reach that level. Holding negative gamma means holding a net ...