Hello everyone, I was wondering if it is possible to calculate the gamma of the gamma--that is, the change in gamma relative to the change in the underlying's price--using the basic Greeks (i.e. delta, gamma, theta, etc.). Would you quantitative finance guys around here kindly post how this is done (if it is indeed possible) in prose? I'll probably misinterpret an equation. We don't ever get gamma of gamma data in option analytics programs, but the main Greeks are readily available. It would be great if we could set up a formula in Excel to calculate gamma of gamma based on the readily available values of the main Greeks. Thank you very much!