Thorsten Wegener On the Simplest Way to Understand Option Markets
Macro Hive Conversations With Bilal Hafeez
00:00
The Microstruction of Markets
As the market price goes up, their deltas increased. If they want to maintain their delta at 50, not 52, they have to sell the underlying and bring it back down. It gives ye very good indications whether markets are slippy or sticky. And again, what you can see, i actually spotted that in march, quite nie. The market was trading, everybody said, the big crash is coming. I even publish that on on your platformn, i made the call to the day.
Transcript
Play full episode
