Hi,
Can anyone explain the behavior of Delta and Gamma w.r.t moneyness and time please.
Thanks
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Please note that you know the basics of what Delta and gamma actually mean in option pricing I am attaching a link of the explanation of Delta and Gamma with respect to time and moneyness of the option.
Attaching the summary of what was explained in the audio.
Further if you need any information about the same I am also attaching two links of Sanjay sir explaining the option greeks in the videos so you can refer to the same if you need any more information regarding the same.
https://youtu.be/IzshbowozpM
https://youtu.be/UjOlCKMM6nE