Top Tweets for #ShortGamma
PRE-MERCADO DE EE.UU. | S&P 500: El Nivel 7.580 que Puede Cambiarlo Todo... https://t.co/V3YA5X9h1r a través de @YouTube #GammaFlip #NetGEX #DarkPoolIndex #DIX #CTA #Sigma #BandasSigma #CallWall #PutWall #LongGamma #ShortGamma
PRE-MERCADO EE.UU. 🔥 Análisis Técnico y Cuantitativo | Niveles Operativo... https://t.co/rg8dN5czhL a través de @YouTube #GammaFlip #NetGEX #DarkPoolIndex #DIX #CTA #Sigma #BandasSigma #CallWall #PutWall #LongGamma #ShortGamma
#BTC Options Flow Update:
With #BTC at $68K, price sits mid #ShortGamma corridor with heavy gamma exposure stacked below 📉💪. Dealers short gamma means buying strength, selling weakness, amplifying moves rather than dampening them ⚡️🔴. Aggressive #PutBuying post-crash keeps dealers structurally exposed. Recent rally hasn't fully neutralized sensitivity 📊. Result, mechanically fragile #MarketStructure where hedging flows accelerate moves both ways, with skewed risk toward sharper #Downside extensions 🎯👀
#crypto
finnifty 0dte opshun straddloors, show me if your PNL is any different from this!
y axis - points collected
#0dte #shortgamma #finnifty #allthesame
周日试一个新环节，喜欢这种内容的请留言表示一下🙏
🎢【#加密期权入门】今天来聊聊“Short Gamma Ɣ”策略，以及跟加密的关系 #Gamma #shortgamma
🕵️在期权交易中，“卖出Gamma策略”是一种通过卖出期权来赚取时间价值的策略。Gamma是期权价格的敏感度指标之一，表示期权Delta（另一种敏感度指标）相对于标的资产价格变化的变化率。简单来说，Gamma反映了Delta的变化速度。
💡卖出Gamma策略通常适用于市场波动较低、价格较为稳定的环境，因为在这样的环境中，标的资产价格变化较小，交易者可以更稳定地赚取时间价值而不需要担心价格剧烈波动带来的损失，否则也必须承担标的资产价格波动带来的风险。
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在期权交易中，卖出Gamma策略常见的方法是“卖出跨式组合”（Short Straddle）。
🌪卖出跨式组合（Short Straddle）
✤ 定义：卖出跨式组合是指同时卖出相同到期日的看涨期权（Call）和看跌期权（Put），这两个期权具有相同的执行价格（Strike Price）。
✤ 特点：交易者通过收取两份期权的权利金来赚取收益。
因为卖出了两个高Gamma的期权，所以这是一个高Gamma风险策略。
✤ 适用情境：适用于市场预期波动较小的情况，因为交易者希望标的资产价格保持在执行价格附近，从而使期权在到期时不被行权或只被部分行权。
✤ 收益：最大收益为收取的权利金总和。
✤ 风险：潜在损失是无限的，因为如果标的资产价格大幅波动，期权的价值会大幅增加，导致交易者需要支付巨额损失。
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🔗 在DeFi中，为自动化做市商（AMM）提供流动性（LP）被认为是一种卖出跨式组合（Short Straddle）策略。这是因为，作为流动性提供者，你的收益和风险特征与卖出跨式组合非常相似。
提供流动性意味着你赚取交易费（类似于卖出期权获取权利金），但也需要承受无常损失（IL：因价格波动导致的损失），这与Gamma的波动风险类似。
(注：这里LP是指一般现货DEX的Uniswap v2/v3式的LP)
† 以下是LP策略与Short Straddle的比较👇
❡ 中性收益：
Short Straddle：如果标的资产价格在执行价格附近波动，两个期权都不会被深度行权，交易者保留大部分权利金作为收益。
AMM LP：如果标的资产价格在一个较小的范围内波动，交易费收益超过无常损失(IL)，流动性提供者获得正收益。
❡ 价格极端波动：
Short Straddle：如果价格大幅上升或下降，期权的价值会急剧增加，卖出方可能面临巨额损失。
AMM LP：如果价格大幅上升或下降，资产比例失衡，无常损失增加，流动性提供者的资产总价值可能低于直接持有这些资产的价值。
❡ 市场预期：
Short Straddle：适用于预期标的资产价格不会有大幅波动的市场。
AMM LP：适用于预期市场不会有剧烈波动，交易量稳定且交易费能够覆盖无常损失的市场。
🧠 总结来说，两者都通过在价格波动较小的情况下赚取收益，同时面临价格大幅波动时的潜在损失。理解这一点有助于流动性提供者更好地管理风险，并做出更明智的市场决策。
#期权 #DeFi 🔚
CPI Tuesday. Place Your Bets!
#ShortGamma
#Shortgamma squeeze across globe n across asset class.
REDUCTION IN SHORT GAMMA POST #OPEX
A combination of OPEX #shortgamma dynamics, ongoing concerns around the need for the #FED to create more volatility through a “Volker” moment...
Read the full market report here: https://t.co/Yr7rnRGzDL
#fintwit #OptionsTrading
Summing gamma contributions across the options gives us the total gamma exposure.
Doing this in Excel for 1 Feb 2022 gives me -$19Bn.
In plain English:
Option dealers need to SELL $19Bn worth of $SPX index for each 1% move DOWN, and BUY $19Bn for each 1% move UP.
#shortgamma
Yesterday's massive rebound was courtesy of #shortgamma and #put sellers. There are only 5-other days where such a rebound occurred:
- The Asian Contagion. 10/28/97
- The https://t.co/KkGOOMGhSG bear market. 10/26/00, 7/15/02
- The #Financial Crisis. 10/10/08, 11/13/08
#Volatilite sattıysan➡️ Dar #spread’le sürekli #derinlik bulman gerekir. Ayrıca önceden yazılmış kural-yapılacaklar listesi ve sağlam bir sinir sistemi (en önemlisi) olmazsa olmazdır. Riskini yönetemediğin noktada, krizini yönetmek durumunda kalırsın.#shortgamma #shortvolatility
Finansal piyasalardaki aşırıya kaçan hareketlerle ortaya çıkan kavramlar: #shortsqueeze #shortgamma #shortvolatility. Russell 3000'de en çok kısa poziyon alınan hisseler endeksi Ocak'ta %33 YÜKSELDİ!!! Sanırım bir sonraki @YouTube videosunun konusunu bulduk @eroloytunercan 🤔
@mnopro @VohiCapital A good commentary on one such incident is Chapter 9 of "When Genius Failed" by @RogerLowenstein - which describes how LTCM was made to bleed by the market (some out of self-preservation too - “If you think a gorilla has to sell, then you sure want to sell first”)
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