dual delta and Dual gamma

Discussion in 'Options' started by bines, May 4, 2014.

  1. bines

    bines

    Hello everyone ,

    dual delta=-0.2077
    Dual gamma=0.0444
    S=100
    K=105
    VOL=0.23
    R=0.01
    T=26/365

    dual delta and Dual gamma ,

    How are they helping?
    How can I educate them?

    Thank you !
     
  2. Doobs789

    Doobs789

    Are you asking what those numbers tell you? Or if they are worthwhile metrics?

    I am not sure how you go about educating a partial derivative equation.
     
  3. bines

    bines

    Hi Doobs ,

    I am asking what those numbers tell me ,I think that these derivatives, something hidden but unique things ,I know that
    Delta = 1/StockPrice * ( OptionPrice - Strike * DualDelta ),Which equation has to
    Dual gamma ?

    Thank you !