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The chart above depicts the behaviour of the gamma of options at various strikes expiring in 3 months, 6 months , 9 months when the stock is currently trading. For call options, the option is said to be in the money if the share price is above the strike price A put option is in the money when the share price is below the.

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If you are looking at buying a new car we compare a range of competitive car loans Visit our website for more details. Example Suppose the current stock price of IBM is100 A call or put option with a strike of100 is at the money A call with a strike of80 is in the money100.

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