gamma01 www.wilmott.com in general, if mkt long gamma they sell

来源: marketreflections 于 2011-08-18 18:00:54 [档案] [博客] [旧帖] [给我悄悄话] 本文已被阅读：次 (3477 bytes)

回答: www.programtrading.com/stocks.htm block trade dog and flea 由 marketreflections 于 2011-08-18 12:07:16

Fri Dec 02, 05 09:38 AM

can someone pse explain what this statement means

The market is long USDCHF gamma, and this is driving vols lower......

tks

TheMullah
Junior Member

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