Aneet Chachra - Surfing Flow for Fun and Profit (S5E4)
Flirting with Models
The Impact of Delta Hedging on Options Trading Over Time
The impact of option trading on markets is going to move through time depending on how much delta hedging there is to do in the market. Even the same amount flow can have a different impact depending on who the holders are. buffer funds are an example something that generally they are trying to protect by selling a call option and then using that to fund a put spread. index funds are really like the ultimate diamond hands, because they're not going to sell no matter how high the price gets. A momentum style, by definition, will not sell until the direction of momentum turns.
00:00
Transcript
Play full episode
Remember Everything You Learn from Podcasts
Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.
