The 3rd Derivative Problem (Gamma)
100

When the underlying instrument of an options moves up by $1 what does an out of the money call option price, do all other elements being equal?

What is Increase by the Delta?
200

What is the term for the derivative function to determine the new Delta after the first $1 movement?

What is Gamma

300
Between two options ATM, one with a week til expiration and one with 6 weeks, which should have the larger delta, the former or later?

What is the former? 

400

KO Aug 8th'25 $70 Call Last Price $0.14

Delta 0.20

Gamma 0.24 

If KO goes up $1 what is the new Delta?

What is 0.44

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