Ok, (a) that is not what spoofing is (b) can you explain how a HFT possibly sees your order before it gets to the exchange? Do you think they are mind-readers?
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Rather, using trends in increasing order flow from retail to price future options properly, helping determine IV in order to still make money and not blow up during a gamma squeeze.
You mean increasing iv when there is a lot of one/sided flow? I’m sure they do that (never worked on options MM myself so cannot be sure). As long as the info is ply incorporated *after* the orders are filled this is totally fine (both legally and morally).
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Yeah. I mean I do not need a crystal ball here to tell you that the calls were being bought on Friday by retail, not by MMs.
Thanks. Twitter will use this to make your timeline better. UndoUndo
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