Curious, does this profile take into account any "synthetic" gamma from the convertible bonds they have issued/any hedges struck off of those? Or purely listed option gamma?
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No not at all. Just vanilla listed options
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Do you have the data on MM holdings? Or assuming short put long call?
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This assumes the dreaded SHORT call, long put, which is definitely not right for Tesla. That being said the gamma profile was too interesting not to post.
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Tsla is the new amzn I spot gamma volatility... It'll take them a year or so to get it wrangled down
Hvala. Twitter će to iskoristiti za poboljšanje vaše vremenske crte. PoništiPoništi
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