i*****r 发帖数: 1302 | 1 不太懂,据说是比如有个大方向看跌SP500,buy gamma就是能帮你决定哪个put的reward/
risk最高 | a*s 发帖数: 10 | 2 Not sure if your example is correct. In option market making, buying gamma
typically means buying short dated options, and you expect the underlying
will move a lot. Hence, via delta hedging, you'll buy low and sell high. If
you don't do delta hedging, I'm not sure what buying gamma mean. |
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