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Basic Question 19 of 32
If the gamma of a put is 0.35, the gamma of a call with the same exercise price and time to maturity can be calculated as ______.
B. 0.65
C. The gamma of a put cannot be positive.
A. 0.35
B. 0.65
C. The gamma of a put cannot be positive.
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Learning Outcome Statements
interpret each of the option Greeks;
describe how a delta hedge is executed;
describe the role of gamma risk in options trading;
define implied volatility and explain how it is used in options trading.
CFA® 2025 Level II Curriculum, Volume 5, Module 32.