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Prikvačeni tweet
$TSLA master thread. In case you missed any of the below threads on topics including: Tesla's current & future EV powertrain & battery tech advantages, production growth, operating leverage, Wright’s Law, share price drivers, S&P 500, options delta hedging, converts, UK BIK taxesPrikaži ovu nitHvala. Twitter će to iskoristiti za poboljšanje vaše vremenske crte. PoništiPoništi -
Reflex Research proslijedio/la je Tweet
The following thread summarises what happened with Tesla options this week: This table puts the powerful feedback loop impact of options delta hedging on $TSLA’s share price this week in more quantitative terms:pic.twitter.com/U79ozvC9O6
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25) In depth look at the options delta hedging feedback loop day to day trends which drove the share price extremes from 3rd Feb:https://twitter.com/ReflexFunds/status/1225386238640885760?s=20 …
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24) What drove the crazy share price moves this week (starting 3rd Feb):https://twitter.com/ReflexFunds/status/1225137658688569345?s=20 …
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Reflex Research proslijedio/la je Tweet
If anyone is interested in learning more about Tesla's technology, business fundamentals and share price technicals, this thread contains links to 23 of my threads covering different aspects the company in detail:https://twitter.com/ReflexFunds/status/1225030358997127169?s=20 …
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Reflex Research proslijedio/la je Tweet
$TSLA master thread. In case you missed any of the below threads on topics including: Tesla's current & future EV powertrain & battery tech advantages, production growth, operating leverage, Wright’s Law, share price drivers, S&P 500, options delta hedging, converts, UK BIK taxesPrikaži ovu nitHvala. Twitter će to iskoristiti za poboljšanje vaše vremenske crte. PoništiPoništi -
$TSLA master thread containing links to 23 threads covering different aspects of Tesla's technology, business fundamentals and share price technical drivers:https://twitter.com/ReflexFunds/status/1225030358997127169?s=20 …Prikaži ovu nitHvala. Twitter će to iskoristiti za poboljšanje vaše vremenske crte. PoništiPoništi -
Numbers in this thread updated here:https://twitter.com/ReflexFunds/status/1224630896717893632?s=20 …
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Reflex Research proslijedio/la je Tweet
What has driven the crazy moves in Tesla’s share price this week? Its is hard to know for sure. I think it is a combination of four main things:
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More detail on the delta hedging impact on
$TSLA this week:https://twitter.com/ReflexFunds/status/1225386238640885760?s=20 …
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20) I first mentioned the potential for out of control feedback loops at Tesla from options delta hedging on TMC in November. https://teslamotorsclub.com/tmc/posts/4190793/ … https://teslamotorsclub.com/tmc/posts/4195014/ … And on Twitter in mid December:https://twitter.com/ReflexFunds/status/1206939604315779079?s=20 …
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19) ... In this case, the option market open interest would be reduced by this transaction. The liquidity of the Tesla option market actually makes this more likely given most delta exposure is in liquid contracts where it is easy for market makers to close.
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18) ...If they did put on option hedges with other market makers they would be incentivised for it to be exactly the same contract, so they don’t end up with a huge book of open contracts with other market makers with different vega, theta exposures etc. ...
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17) ...However I doubt this is a huge % of open contracts as a huge book of long and short open call contracts between market makers purely for the purposes of hedging is a very inefficient market…
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16) D) Market maker to market maker open options for hedging are not delta hedged. If one market maker opens a call with another market maker to hedge other open Tesla call options, this increases open interest in the market but does not increase net delta of the market...
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15) Reasons why an option may not be delta hedged: A) Options sold for covered calls, B) Call/put spread trades C) Unhedged options sold by investors etc.
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14) .. but these numbers should still be valid directionally whether you assume 50% or 60% or 80% of the net delta exposure of sold options in the market needs delta hedging.
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13) B) These numbers presented are if 100% of option sellers delta hedge their shares and 100% of option buyers do not (and no not own positions in underlying shares). This is definitely not the case in reality for several reasons...
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12) It is important to note none of these numbers are exact, in particular: A) I used a rough average IVM estimate for all options. But because so many calls are deep in the money IVM doesn’t actually have a huge impact on the numbers.
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11) Net Call minus Put Options Open Interest Trends this week:pic.twitter.com/cl2dsYlFyD
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