Gamma Neutral
Investment Dictionary:
Gamma Neutral
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Gamma Neutral
An asset portfolio whose delta rate of change is zero.
General Market (and General Market Averages, General Market Indices) ...
Gamma Neutral - A position which has zero or near zero gamma value resulting in the delta value of the position staying stagnant no matter how its underlying stock moves. Read All About Gamma Neutral.
 See also: Options, Market, Rate, Option, Delta
  
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