IBKR Podcasts cover image

Opposites Attract: the Inverse Relationship Between Implied Volatility and Gamma

IBKR Podcasts

00:00

Navigating Options: Delta and Gamma Dynamics

This chapter explores the interplay between gamma, delta, and implied volatility in options trading using relatable metaphors for clarity. It highlights how changes in implied volatility can flatten delta, significantly influencing options pricing, especially during market turbulence like the 2008 financial crisis.

Transcript
Play full episode

Remember Everything You Learn from Podcasts

Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.
App store bannerPlay store banner
Get the app