Mat Cashman, Principal of Investor Education at the Options Clearing House and an expert in options trading, shares fascinating insights into the inverse relationship between implied volatility and gamma. He explains how fluctuations in implied volatility can significantly impact options pricing, especially during times of market distress. Using relatable metaphors, Mat demystifies complex concepts like delta and highlights the importance of understanding these dynamics for effective risk management. Expect eye-opening revelations that could reshape your trading strategies!

Mat Cashman, Principal of Investor Education at OCC, discusses the life cycle of options trades, evolution of options trading from floor to electronic marketplace, changing SPX options increments, intricate journey of options trades, Delta neutrality, market maker strategies, market trends, and trade structuring.