问个期权负gamma的问题

来源: 2024-09-21 10:43:38 [旧帖] [给我悄悄话] 本文已被阅读:

在猫大(https://bbs.wenxuecity.com/finance/6508941.html  )和楚怀沙 (https://bbs.wenxuecity.com/finance/6508984.html  ) 贴的文章里,提到

This dynamic will change after expiration, with traders transitioning from a slightly negative gamma state to a significantly positive gamma state. Historically, when the market shifts to negative gamma, the likelihood of a short-term rise in the U.S. stock market increases.”

请问这是什么原理,为什么过期后gamma会由负转正?