would spread firms usually see one way business on options (say for example foreign exchange options ;) ) , my guess is that they would make buyers pay the whole spread, and fix the price at the level where the sell price was at fair value (or even above it? and then restrict sellers,...?)
i...
ah, i see. the exposed gamma is being offset with trades in the delta by one party, but not the other,... i think :D
thanks for the quick reply btw arabianights :)
GammaJammer, I have sent you a msg via the fattail forum, I think it should have reached your email. Would be really grateful if you could check your email :) .
Thank you.
Would be really grateful if anyone knows the answer as to why I can post on threads, but not start one. Sorry for being off topic within this thread. Thank you :)
I apologise, I can't start a new thread, so this is a test to see if I can actually post,... please ignore this post! :)
Edit: Does anyone know why I can't start a new thread? Do you have to have put up a certain number of posts before it will allow you to start a thread? Thanks :)