3 ms·
True but at the current high implied volatility of the affected symbols the delta/ gamma has been high —> lots of hedging needed. Big loop.
by mightytravels 6y ago
True but at the current high implied volatility of the affected symbols the delta/ gamma has been high —> lots of hedging needed. Big loop.
- arcticbull 6y agoCorrect, but not 100:1 hedging.