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  1. E

    Gamma Exposure

    Hi David, I get when you calculate Delta Exposure you use = delta of the position * quantity However, when you calculate gamma exposure why do you divide the result by 100 = (gamma of position * quantity)/100 The gamma and delta are direct output from kirk spread approximation.
  2. E

    Can gamma of an option be greater than 1?

    Hi, I am beating my head around this. I have seen certain atm options whenre Gamma is greater than 1? I felt if delta is bounded between 0 and 1, so should gamma?
  3. E

    Practise exam scores

    Hi guys I m just nervous about my part 2 exam next week.I donno if its the rights place but I tried the Schweser practicse exams and i got 76.5 and 72.5 respectively. Do you all think I will clear the exam