I need an example of a Gamma Neutral Hedge

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I need an example of a Gamma Neutral Hedge

Answered Same DayDec 26, 2021

Answer To: I need an example of a Gamma Neutral Hedge

David answered on Dec 26 2021
120 Votes
Neutralizing Gamma
Gamma can be neutralized by buying and selling an option of the same underlying
asset and it
will result in gamma to be equal to zero or very close to zero.
Call Option (On a Stock For Example Stock ABC for both the options):
Call option strike price $40 and gamma of 0.140...
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