Loading...
「ツール」は右上に移動しました。
利用したサーバー: natural-voltaic-titanium
3247いいね 62499回再生

How Options Gamma, Vanna and Charm Flows Move the Markets

🔥 Mastering Financial Markets: The Ultimate Beginner's Course: 🔥
From Zero to One in Global Markets and Macro Investing

A new self-paced online course that explores how financial markets work through stories, examples, charts and infographics, giving you enough context to make sure "it clicks."

🚀 Check it out 👉 courses.perfiliev.com/p/mastering-financial-market…

▪️ Follow me on Twitter: twitter.com/perfiliev

▪️ Follow me on LinkedIn: www.linkedin.com/in/sergei-perfiliev/

▪️ Subscribe to the Channel:    / @perfilievfinancialtraining  


In this video, we'll take an in-depth look into how the options tail is wagging the stock market dog. Specifically, we'll discuss how option dealers and market makers are hedging their option risk and what impact it has on the overall financial market.

We'll also explore the dynamics behind Gamma, Vanna and Charm flows and discuss their influence during the option expiration (OpEx) week.

⚡️ You can follow Cem Karsan on Twitter at ⚡️
🌐 twitter.com/jam_croissant

Chapters:
00:00 Intro
01:56 Dealer Hedging Activities
03:13 Market Liquidity and Implied Volatility
05:29 Dealer Positioning
06:38 Delta Hedging
08:02 Gamma
09:18 Vanna and Charm
10:45 Options Expiration (OpEx) Week
12:02 Concl

コメント