some do, @macrocephalopod
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Only way this works is if there is a delay between options being traded and the dealer hedging the delta, which there will not be. The dealer hedges the delta essentially instantaneously, by the time the trade shows up in the indicator the initial delta has already been hedged.
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Depends on the dealer, but it's definitely not the correct interpretation TBH.
Thanks. Twitter will use this to make your timeline better. UndoUndo
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using SX5E as an example you either exchange delta if you want to give MM futures you already have, or they do the hedge ie buy or sell futures and adjust the option price based on the hedge . By the time option price hits the tape the hedge has been done. Slight difference in US
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do you? I thought you guys let it run a bit and only hedged out the net exposure to stay within risk limits. you hedge too much and you hedge out all your profits, is it not so? cc:
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