Whenever stocks drop violently, dealers’ gamma positioning is often at the top of any investigation into potential culprits. The equity market selloff in 2018, dubbed ‘volmageddon’, and the ...

There is something unique about the Greek option, gamma. This week, we discuss the characteristics of gamma including its relation to volatility and time. Unlike delta which benefits a long position ...

Gamma Scalping 101 - GammaTheta Trading described the concept of gamma and theta, the daily P&L of an option market-maker, as well as the objectives of gamma scalpers. It linked options to implied / ...

Ether (ETH), the second largest cryptocurrency by market value, has been largely locked in a narrow price range around $1,800 since mid-May and is unlikely to move much in the short term, market ...