Why is it called a Gamma squeeze?

Discussion in 'Options' started by wxytrader, Aug 16, 2024.

  1. Because the more volatile a stock becomes, the lower the gamma is because the delta will not be so affected from a move by the underlying.

    It's more of a gamma dump.
     
  2. taowave

    taowave

    Yeah,that's what every premium seller says right before they go belly up...







     
    zdreg likes this.
  3. Sekiyo

    Sekiyo

    It’s a gamma squeeze because the more ITM the option’s price, the more shares need to be bought (as delta increase) to hedge the shorts on call options.

    Kind of a vicious cycle.

    A well-known example of a gamma squeeze occurred with GameStop (GME) in early 2021. Retail traders noticed that GME was heavily shorted and began buying the stock and call options. As the stock price rose, the market makers who sold those options had to buy GME shares to hedge, which caused the stock price to rise even more. This led to a vicious cycle of increasing stock prices driven by both a gamma squeeze and a short squeeze.

    Gamma squeezes typically occur in stocks with high options activity and significant short interest.
     
  4. UVXY20

    UVXY20

    You know, I know delta hedging and short squeezes, but gamma squeeze? Is this a result of a short squeeze, causes a short squeeze or independent of a short squeeze?
     
  5. AKJ

    AKJ

    Its called a Gamma Squeeze because under certain conditions, hedging a short gamma position can trigger a feedback loop that causes the underlying to runaway to either the upside or downside.
     
  6. How does that differ from a short squeeze? Are all short squeezes gamma squeezes, at least theoretically? But not all gamma squeezes are thee result of short squeezes?
     
  7. poopy

    poopy

    It's mostly vol of vol upside/volga.