Submitted by hardyrekshin t3_10pl3tx in wallstreetbets
hardyrekshin OP t1_j6ohit9 wrote
Reply to comment by HomeSafeBrowsing in 2023-01-31 Wrinkle-brain Plays (Mathematically derived options plays) by hardyrekshin
Market will reprice and institutions will adjust their derivatives positions to reflect.
At which point gamma max and delta neutral will need to be reevaluated.
Viewing a single comment thread. View all comments