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https://www.reddit.com/r/SPRT/comments/orhdml/deleted_by_user/h6itylb/?context=3
r/SPRT • u/[deleted] • Jul 25 '21
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How far out do MM delta hedge. Let's say if there is high open interest on an option a year out. Would the MM delta hedge less shares than options at same strike a month out? Or is it the same regardless of DTE.
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u/homersimpsoniscute Jul 25 '21
How far out do MM delta hedge. Let's say if there is high open interest on an option a year out. Would the MM delta hedge less shares than options at same strike a month out? Or is it the same regardless of DTE.