Mirror Gamma.
Some traders claims that option trading is more an art than science. Well here
is at least some real option art! This picture was created from the Gamma function
of a stock option. As you can see Option
Pricing Formulas have a wide contribution to the society. (In his excelent
book Taleb
is speaking about shadow gamma and delta bleed, but how could he forget the
Mirror Gamma? 2nd Edition?)