Dealer gamma

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「Dealer gamma」文章包含有：「HowDealers'Gammaimpactsunderlyingstocks」、「影響美股走勢的隱形力量」、「CallGamma」、「HowtoestimateDealers'GammaPositioning」、「HowOptionDealersUseGammaExposure(AndHowYou...」、「GammaTrapsandDealerImbalances」、「WhatisGammaExposure(GEX)?」、「最近幾天應該不會暴漲暴跌因為dealergamma在最高」、「HowGammaExposureWorks」

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How Dealers' Gamma impacts underlying stocks

https://bsic.it

When dealers' gamma is positive (negative), their delta increases (drops) when the underlying asset increases. Thus, their delta-hedging ...

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影響美股走勢的隱形力量

https://www.pressplay.cc

近年來美股市場一股隱形、越來越強的力量就是造市商(Market Maker 又稱為Dealer) 的Gamma Exposure，造市商的Gamma Exposure 就是其持有S&P 500 指數 ...

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Call Gamma

https://support.spotgamma.com

By saying dealer gamma, we mean gamma on market maker books. This is what is meant by call gamma as a metric. Heavy positive gamma on dealer books, especially ...

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How to estimate Dealers' Gamma Positioning

https://quant.stackexchange.co

I'm not familiar with the static option chain data from the CBOE site, but OptionMetrics does provide gamma at strike level.

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How Option Dealers Use Gamma Exposure (And How You ...

https://www.youtube.com

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Gamma Traps and Dealer Imbalances

https://optionmetrics.com

When dealer gamma imbalance is heavily long, it acts to dampen volatility. This is because dealer/hedgers will buy into highs in order to keep ...

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What is Gamma Exposure (GEX)?

http://help.quantdata.us

When market makers and dealers are short gamma, it means they have negative gamma exposure. A position that is short gamma will have a delta that decreases when ...

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