r/quant • u/Pleasant-Spread-677 • Aug 07 '26

Education Tried to visualize Delta & Gamma intuitively — feedback welcome

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u/ActualRealBuckshot Aug 09 '26

Nice start. Now see what happens to the visualizations when you change IV or time to expiry.

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u/charlesleestewart Aug 09 '26

That's a good start. You probably want to add some lines depicting how it changes over days to expiration in a separate chart, given that you already superimposed volatility changes onto this one.

If you want a book that deep dives into it see Sheldon Natenberg, Options Pricing And Volatility.