40 days ago • Posted by Charles-Henry Monchau

Dealer's gamma exposure reaches a record high

“Dealers are short calls due to the unprecedented call activity previously mentioned, and as a result have been forced to chase stocks higher to hedge,” Chris Murphy, Susquehanna’s co-head of derivatives strategy, wrote in a note to clients. “The unwind could potentially be violent given all the excess euphoria. It is more likely a question of when and not if.” Source: www.zerohedge.com 

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US equities options gamma
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