Explore gamma hedging to manage risk, complement delta strategies, and stabilize your options portfolio against market ...

Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...

In this article, we are going to explore what may sound like a foreign term to retail forex traders. I am referring to a typical activity option traders engage on known as gamma scalping or gamma ...

Today let’s touch again on what being in negative gamma means. Let’s start from a thread we wrote about how market makers hedge themselves when they are in negative gamma. This is the activity we have ...

The CBOE Volatility Index has been steadily decreasing throughout the year, indicating lower market uncertainty and steady price appreciation in equities. In addition to the low volatility levels, ...

The S&P 500 drops 2% with no headline. Or it grinds higher for a week while the news is bad. Most investors blame algos or randomness. There is a better explanation — and it is hiding in the options ...

In investing, a "squeeze" typically refers to times when rapid price movements in a company's stock force investors to make changes in their investment positions that they otherwise wouldn't. Those ...

Crude prices remain highly volatile, partially due to the effects of gamma hedging. Goldman Sachs still sees path to $100 oil this year. The energy sector is the cheapest of all 11 U.S. market sectors ...