New Posts For Thread: Does anyone know anything about gamma risk and its effect on the pricing of FX options?https://community.betfair.com/tradefair__financials/go/thread/view/94198/25941633/does-anyone-know-anything-about-gamma-risk-and-its-effect-on-the-pricing-of-fx-optionsWould appreciate any advice from the shrewdies on here, I'm trying to do some initial research into gamma risk and its effect on the pricing of FX options. How important is it in their pricing? What times is it more important than others? Any pointerall these things are totally useless in real life trading.Markets are manipulated.Spend your time studying the manipulations rather than theoretical calculations.https://community.betfair.com/tradefair__financials/go/thread/view/94198/25941633/does-anyone-know-anything-about-gamma-risk-and-its-effect-on-the-pricing-of-fx-options?post_id=468607385#468607385all these things are totally useless in real life trading.Markets are manipulated.Spend your time studying the manipulations rather than theoretical calculations.Sat, 02 Oct 2010 22:21:01 -0500Greek wise, wrt gamma, its the volatility input into the pricing model thats important. gamma sensitivity, all things being equal for an atm option increases as the time to expiry decreases with a compensating increase in the theta. If you are pricinhttps://community.betfair.com/tradefair__financials/go/thread/view/94198/25941633/does-anyone-know-anything-about-gamma-risk-and-its-effect-on-the-pricing-of-fx-options?post_id=468309997#468309997Greek wise, wrt gamma, its the volatility input into the pricing model thats important. gamma sensitivity, all things being equal for an atm option increases as the time to expiry decreases with a compensating increase in the theta. If you are pricinThu, 30 Sep 2010 16:47:04 -0500gamma risk is an issue for sure.The major risk however is kryptonite.Especially if you superman.https://community.betfair.com/tradefair__financials/go/thread/view/94198/25941633/does-anyone-know-anything-about-gamma-risk-and-its-effect-on-the-pricing-of-fx-options?post_id=468074509#468074509gamma risk is an issue for sure.The major risk however is kryptonite.Especially if you superman.Tue, 28 Sep 2010 21:46:36 -0500Would appreciate any advice from the shrewdies on here, I'm trying to do some initial research into gamma risk and its effect on the pricing of FX options. How important is it in their pricing? What times is it more important than others? Any pointerhttps://community.betfair.com/tradefair__financials/go/thread/view/94198/25941633/does-anyone-know-anything-about-gamma-risk-and-its-effect-on-the-pricing-of-fx-options?post_id=467973753#467973753Would appreciate any advice from the shrewdies on here, I'm trying to do some initial research into gamma risk and its effect on the pricing of FX options. How important is it in their pricing? What times is it more important than others? Any pointerTue, 28 Sep 2010 06:22:32 -0500