A portfolio having a delta of zero. If a portfolio has offsetting deltas it can create a gamma neutral portfolio. This can occur by buying derivatives that have equal but opposite deltas. Being gamma neutral helps in reducing any variations that may be present due to changing market conditions or prices.
Related information about gamma neutral:
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The most complete explanation of Gamma Neutral Hedging in the world for Free!
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A gamma-neutral portfolio hedges against second-order time price sensitivity. Gamma is one of the "options Greeks" along with delta, rho, theta and vega.
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