Introduction to Gamma and Convexity

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  • เผยแพร่เมื่อ 17 ธ.ค. 2024

ความคิดเห็น • 23

  • @aggerleejones200
    @aggerleejones200 2 ปีที่แล้ว +2

    your channel is absolutely in a different league. incredible options knowledge, thank you for sharing!

  • @dblejeune
    @dblejeune 6 ปีที่แล้ว +3

    Awesome Video! After watching this, I understand options so much better. I came across this video while searching for information on gamma and it is exactly what I needed.

  • @crashtheimf
    @crashtheimf 2 ปีที่แล้ว

    You woke me on gamma . I re watched and you woke me Vega. I have made two awesome trades on both. The Vega trade Inhad not realized was a great buy due to long term Vega exposure. I couldn't understand why this option was 50 percent off when I bought it and sold it just before months expiration date and made a modest 68percent return. Fantastic stuff

    • @crashtheimf
      @crashtheimf 2 ปีที่แล้ว

      Let me reiterate I had a long term call with loads of extrinsic vale discounted and sold it less than a week later for 68percent return

  • @crashtheimf
    @crashtheimf 2 ปีที่แล้ว +1

    Blown away. Thank you so much

  • @markxiangli5266
    @markxiangli5266 3 ปีที่แล้ว

    Great content and thinking. Now I'm hooked on the gamma

  • @bleacherz7503
    @bleacherz7503 3 ปีที่แล้ว +1

    elegant explanation

  • @Olga-zj6wf
    @Olga-zj6wf 4 ปีที่แล้ว

    Incredible explanation of Gamma universe!!! Thank you!! You open my eyes!!!

  • @Tennisman7890
    @Tennisman7890 3 ปีที่แล้ว

    Thank you for the video series Leo! Love the explanation.

  • @ExtremeFader
    @ExtremeFader 3 ปีที่แล้ว

    Wow. Looks like I stumbled on a great channel !

  • @sleepersix
    @sleepersix 4 ปีที่แล้ว +1

    Awesome graphs

  • @adam-xe6xr
    @adam-xe6xr 3 ปีที่แล้ว

    excellent video! so clear. thanks.

  • @galaxyorbiter
    @galaxyorbiter 4 ปีที่แล้ว

    you deserve more subscribers, well done

  • @riverallen1571
    @riverallen1571 3 ปีที่แล้ว +2

    Option dealers don't just raise the vol arbitrarily. They are market makers. Vol goes higher or lower because option buyers are bidding the options higher or lower.

  • @a_machiniac
    @a_machiniac ปีที่แล้ว

    Thank you so much

  • @samidelhi6150
    @samidelhi6150 4 ปีที่แล้ว +1

    Nice intro , but you kept on referring to near-dated options to maximize gamma payoff amount , but what is near-dated options for you , 7 , 20 , 30 days out ? Which one , and should you net seller of puts or calls in order to maximize gamma ? Your answer is highly appreciated

    • @YourJamaicanbabyTM
      @YourJamaicanbabyTM 3 หลายเดือนก่อน

      He said the convexity is most exponential around 2 DTE or less

  • @dominicjakekinglim106
    @dominicjakekinglim106 7 ปีที่แล้ว

    Hi. Thanks

  • @andyedwards2589
    @andyedwards2589 3 ปีที่แล้ว

    a better title for this would be "gone in 60 seconds"
    it goes to show the level of expertise this person has that they aren't discussing option strategies or risk at all + basing their trades around a magical time frame and price action rather than whatever it takes to realize a fundamentally good idea.
    nevermind completely made up definitions of implied volatility and "cheap gamma"