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October 24, 2023
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.
August 7, 2023
The end of last week was probably one of the most volatile endings to the week that we have seen in a while. The S&P 500 Index peaked at 4538 to end at 4478.That for the biggest equity market in the world is a substantial intraday move.