Exploring Crypto Options: GEX, Gamma and Market Makers

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nov42016Newbie
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#1Jun 19, 2018, 10:18 AM
Anyone else curious about how crypto market makers manage their hedging? I’ve been working on this options analytics tool for a while now. Need some traders to help stress-test it. Been tracking whale hedging and institutional moves with options, futures, and other metrics. Just the basics, but it's really insightful. The aim is to understand market structure, like: - where dealers are hedging - how their exposure changes with price - what large players are actually doing in the market Let’s get into this!
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nov42016Newbie
Posts: 2 · Reputation: 15
#2Jun 19, 2018, 02:42 PM
Check this out: I put together a GEX analysis chart for ETH options, covering all expirations until December 2026. You can switch between different expiry dates too. So, the left chart shows GEX or Gamma Exposure. Green bars mean positive gamma. Dealers are short calls, meaning they buy on drops and sell on rises. It smooths out price swings. Red bars are negative gamma, which means the opposite. Key level to watch: Flip Zone at $2281. That's where gamma shifts from positive to negative. Gonna be interesting to see how that plays out.
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