Bitcoin was down 13% on the week, and realized losses have jumped to $1.35 billion per day, according to Glassnode.
Explore gamma hedging to manage risk, complement delta strategies, and stabilize your options portfolio against market ...
Goldman Sachs documents a record $2.6T gamma squeeze in S&P 500 call options, with $7.5B in short gamma exposure forcing ...
Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...
The CBOE Volatility Index has been steadily decreasing throughout the year, indicating lower market uncertainty and steady price appreciation in equities. In addition to the low volatility levels, ...
The final week of 2025 features a major Gamma Flush, with $128 million expiring on Dec. 19 and $23.7 billion on Dec. 26. The Dec. 19 expiry is the “appetizer” while Dec. 26 is the “boss level”. ETF ...
Today let’s touch again on what being in negative gamma means. Let’s start from a thread we wrote about how market makers hedge themselves when they are in negative gamma. This is the activity we have ...
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