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12min chapter
Thanksgiving Double Header Special! (Guests: Imran Lakha & Darren Dempsey)
The Market Huddle
Navigating Delta and Skew in Options Trading
This chapter explores the nuances of 'charm' and delta changes in options trading, emphasizing the dynamics of being short puts and the implications of market skew. The speakers discuss the strategies that dealers employ to balance risk while trading indexed options, particularly in response to market movements and skew pricing. Additionally, the chapter addresses the rise of zero Days to Expiration (DTE) options, their role in SPX market activity, and their effects on market volatility and intraday movements.
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