3 ms·
Two strategies are detailed with trades. 1) expiry day index option strategy 2) expiry day painting the close strategy Quite shocking how many traders were se
by bwfan123 1y ago
Two strategies are detailed with trades.
1) expiry day index option strategy
2) expiry day painting the close strategy
Quite shocking how many traders were selling put options naked without any hedges. Also, the strategy seemed completely legit, ie, Jane Street capitalizing on unsophisticated index options traders.