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|User Info||How to read high volume on a specific option strike?; entered at 2012-06-05 09:07:18|
Registered: 2008-03-15 Sydney
Thanks Pat - I think I'll translate "Patspeak" to newbie because I have a few minutes:|
oi = open interest
gamma option = an option that has more gamma value (2nd derivative of price change) than it does vega or delta, as compared with the other strikes. So gamma is out of the money, vega is at the money and delta is in the money.
Feel free to correct me if I'm wrong.