Browsing Sinhalese translation

4.

@FUNCTION=OPT_BS_GAMMA
@SYNTAX=OPT_BS_GAMMA(spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_GAMMA uses the Black-Scholes model to calculate the 'gamma' of a European option struck at @strike on an asset with spot price @spot.

(The gamma of an option is the second derivative of its price with respect to the price of the underlying asset, and is the same for calls and puts.)

@time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate to the exercise date, in percent.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
* The returned value will be expressed as the rate of change of delta per unit change in @spot.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA