Gamma of an Option

WallStGolfer31 · February 1st, 2006, 4:49 am

I have a Book which has the formula, but it includes a calculation that does not get put into the ending forumula for gamma. Does anyone else have an easier, 1 equation formula to calculate the gamma of a call option?Any forumla for theta, rho, or vega will be apperciated too if you would like to post them. I think putting a formula in my spread sheet will be alot easier than a differential!

adnanmirza · February 1st, 2006, 6:57 am

Attached is the excel file with the required formulae...