pr0f

·há 6 anos·discuss

If you want to see what he is talking about in terms of how delta and gamma are affected by time to expiration ("spikey"), you can take a look at the apps here: https://www.5minutefinance.org/concepts/the-greeks

The code is here: https://github.com/FinancialMarkets/5MinuteFinance/tree/mast...