Thorsten Wegener On the Simplest Way to Understand Option Markets
Macro Hive Conversations With Bilal Hafeez
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How Much Additional Shares Do You Generate?
Gamma doesn't have a ratio between zero and 100. It's also dependent on the volatility you price into the model. As a market maker, i was always short the options because clients want to buy options. Market goes up, my hatch position suddenly became shorter. Markets go down, my hatch Positionally, suddenly became longer. So always had to do the opposite of what you actually should do in these scenarios,. ok?
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