Behaviour of GAMMA in relation to TIME REMAINING TO EXPIRATION – With Past DATA and CHARTS

As discussed previously in the earlier post, here is the behavior of Gamma in relation toTime to Expiration:Assume all other factors unchanged:For ATM options, Gamma increases (is higher) as time to expiration is nearing.In contrast, for both deep ITM and deep OTM options, Gamma normally decreases (is lower) as time to expiration is nearing.We will use the same past actual data as shown in the previous post on the behavior of Delta, namely:Options...

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