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| https://open.substack.com/pub/deltamudd/p/option-pricing?r=207j8t&ut...
Posted March 14th
“Seems like quite a lot of stocks currently, the calls are priced higher than the puts. Meaning market makers have been selling a lot of calls going into this March quarterly opex. Meaning they’ve been buying shares to remain delta neutral. So as opex approaches, and premiums get crushed wouldn’t market makers then need to unwind that delta hedge by selling shares?“
Nice to see a second one play out | |
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