A year-end options expiry for bitcoin is suppressing volatility just as macro and risk-asset positioning turns supportive for ...

Bitcoin's $85K-$90K range is driven by $24B options positioning. December 26 expiry could end the mechanical price ...

The holiday season is here and the markets are taking a pause. But that doesn’t mean we have to sit idle. While Wall Street is quiet, it’s the perfect time to sharpen our trading skills and learn ...

The final week of 2025 features a major Gamma Flush, with $128 million expiring on Dec. 19 and $23.7 billion on Dec. 26. The ...

Background and MotivationAccurately pricing American-style options, which allow early exercise at any time before expiry, remains a significant ...

AMZN stock may be primed for a reflexive rebound, backed by an unusual quant signal and clear empirical price distributions.

Momentum trading strategies tend to amplify market moves into option expiry and UBS warns if the market has a 5% downtick, delta hedging could exaggerate that and make it much worse.

UBS thinks CTA positioning will exaggerate any downward movement. Option markets become extremely active around expiry on the third Friday of each month. Between now and the next major U.S. option ...

This project implements a mean-variance optimal delta-hedging strategy for short strangles on Bitcoin futures options. We sell 10% out-of-the-money (OTM) call and put options on Deribit BTC quarterly ...

NEW YORK (Reuters) -Conflicting signals from the Federal Reserve on the timing and magnitude of U.S. interest rate cuts have accelerated hedging flows into swaptions and derivatives tied to overnight ...