First you compute the Gamma of a European call option with strike price 100, which matures in 1 year. This will define the Gamma as a function of the risk-free rate, the dividend yield, and the volatility.
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In this example you will use numeric values for the risk-free rate, the dividend yield, and the volatility.
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You can also use the generic method in which the option is defined through its payoff function.
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Here are similar examples for the European put option.
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In this example, you will compute the Gamma of a strangle.
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Check: