Confessions Of A Market Maker cover image

Episode #74: Sergei Perfiliev- Goldman Sachs Quant on Options Influence on the market

Confessions Of A Market Maker

00:00

How Much the Dealers Look Into the Open Interest in December 17 Am SPX Call and Put Options?

The dealers if it depends on how much of that is the dealers exposure. In a sense, for example, if we're looking at put options. Usually the dealers are short put options because people buy them for protection. So there's about two 20,000 more contracts for puts than for calls on the 4000 SPX strike.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app