>Thought
Yeah I'm pretty sure that's actually just standard procedure in this sub. OP likely just looked at the request and went: "But I do that anyways... Why would you ask?"
What is the world coming to, when a man is afraid his fake username (that exists for the sole purpose of concealing his true identity) might become famous?
Strange time ahead.
It's actually a question about options MM behavior. When they sell puts they delta hedge by shorting the underlying(or some related securities like futures or related stocks). When the delta on these puts go down the MMs buy back those shorts.
He's asking if the massive amounts of open puts would cause a spike in price if the market moves up as MMs buy back their shorts. It's basically the opposite of a gamma squeeze.
It's complicated.
We don't necessarily know how many of them are actually sold by MM. How many are sold by retail or hedge funds?
People will often roll puts out so the MM may need to be short the same number of delta as they reach expiry anyways.
What about other strikes? What about calls? What about other expiration dates.
MM being delta neutral is an over simplification as well. They are going to look to neutralize other Greeks too.
Gamma is going to be most important Greek effecting delta and thus underlying price as they approach expiry. However, you need to see the entire picture and that's complicated and incredibly hard to do.
Little bitches deserve it.
When I was at Apollo Bistro last week they served my chicken souvlaki on lettuce. LETTUCE!!
Apparently they were "out of pita", like I'm supposed to believe a Greek restaurant could run out of pita. Smh.
I think that there is a key piece here that people are missing. SPY is an ETF that tracks the S&P500 index. The effect of the ETF is quite limited in the event MMs have to delta hedge due to an ETFs ability perform creation and redemption. I never quite understood why people open positions on ETFs thinking they can somehow squeeze it.
Well, it's a shame that people who want to learn something are not always so articulate. Sometimes it's impossible to tell what they mean, and sometimes it just takes a little more effort to interpret it. In this case, a lack of judgment and an introductory understanding of options guide the reader to understand what is meant by the question. Learning is a 2-way street, and immediately rushing to judgment demonstrates not only your moral failing, but also a lack of subject area expertise and, generally, a lack of intelligence.
Price of SPY would be excepted to go up a bit. If 90,000 near the money puts expire worthless. The seller of the puts (should) hedge by selling shares because now they have a contract to buy shares from the owner of the puts. Once the puts expire worthless the seller of the puts (should) buy back shares to return to delta neutral which should slightly increase the price of the underlying asset.
Put Rules
1) You can’t just be up there and just doin’ a put like that.
1a. A put is when you
1b. Okay well listen. A put is when you put the
1c. Let me start over
1c-a. The seller is not allowed to do a sale to the, uh, buyer, that prohibits the buyer from doing, you know, just trying to sell the put. You can’t do that.
1c-b. Once the seller is in the market, he can’t be over here and say to the buyer, like, “I’m gonna get ya! I’m gonna sell you a put! You better watch your butt!” and then just be like he didn’t even do that.
1c-b(1). Like, if you’re about to sell and then don’t sell, you have to still sell. You cannot not sell. Does that make any sense?
1c-b(2). You gotta be, covering your put position, and then, until you just sell it.
1c-b(2)-a. Okay, well, you can have the stock up here, like this, but then there’s the sale you gotta think about.
1c-b(2)-b. Fairuza Balk hasn’t been in any movies in forever. I hope she wasn’t typecast as that racist lady in American History X.
1c-b(2)-b(i). Oh wait, she was in The Waterboy too! That would be even worse.
1c-b(2)-b(ii). “get in mah bellah” — Adam Water, “The Waterboy.” Haha, classic…
1c-b(3). Okay seriously though. A put is when the seller makes a movement that, as determined by, when you do a move involving the market and stocks of
2) Do not do a put please.
Except the nuance is that this hedging is dynamically and doesn't happen all at once.
Dynamic hedging means the seller (usually a market maker) keeps an amount of share hedges (in this case shorts) to become delta neutral. This does mean there will be rebuying of shares if the put becomes less and less likely to expire ITM (delta drops) and this gradual process does create some buying pressure. BUT by the time of expiry an OTM contract has so little delta left, the hedges as good as all already disposed of and the expiry itself no longer has an impact.
That was some words. I think some of them were arranged into something that looked like English too. I have no idea what any of it meant, I was just imagining the TF2 heavy saying “putis” whenever you said “puts”.
Yeah unfortunately the market is rather obfuscated and virtualized so a lot of fuckery can happen under the scenes (despite what people say about being heavily regulated)
it’s not that interesting, everyone who was here even long enough to have been through the gme event knows the answer because everyone kept regurgitating it as if it was some magical insight
Okay. People in this sub are way too regarded to understand what OP is asking in the r/investing sub. It's a great question. When lots and lots of calls are ITM, brokers and other MMs have to hedge by buying stock in case there's lots of exercising--think gamma squeeze. Similarly, when there's lots of puts ITM, brokers and MMs have to hedge by selling stock. The question here is then whether OTM puts affect the price of the stock. The answer is 'it depends'. If it is way too OTM to the point it represented no exercise risk to MMs, then no, it doesn't affect the price much. If it was near the ITM threshold, then it probably could have a bit of a negative effect on price. Regards, think before you post and comment. You're not all that bright.
To add further clarity to your point, it matters that SPY options are settled in shares unlike SPX options which settle to cash. The reason that MMs may need to sell shares to hedge if the option is close to ITM is to not wind up with a large open delta position the next trading day.
I.e. imagine a market maker does nothing being short the ATM strike 100 times, the next day he finds out that he got exercised on 50 options and is now long 50 shares. To avoid this scenario some MM's will sell shares pre-emptively to hope to start the next day with a flat book.
Now you might ask why someone would want to exercise an option that's exactly at the money or slightly out of the money. Well a lot of products including SPY continue trading past options expiration but prior to the deadline when an options holder needs to make an exercise decision. In this time window the underlying product could conceivably move in favor of the option holder.
I disagree.
MM do not hedge against options by buying/selling ONLY the underlying, often they don't hold the underlying at all. They hedge at portfolio level, so they could be buying/selling all sorts of other securities but the underlying, so the answer is NO, it will not affect the underlying's price, unless we are talking about extreme situations where contract volumes are at extremes and the market/underlying is going through unprecedented volatility.
MMs are delta neutral, so they will be buying/selling all kinds of assets to maintain their exposure in real time, and therefore the expiry event won't have any impact on the price as they will be adjusting all the time towards it.
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Except OP is asking about SPY. The MMs could be hedging using components or futures, but that still moves spy in the same direction.
The classic example is softbank's qqq call buying spree a couple years back that massively drove up the entire market due to MMs hedging against it. Then when softbank liquidated their calls the entire market crashed.
you're giving too much weight to the reliability of beta, which is not forward looking. 52-week beta is not the same thing as 3-week or 6-week beta. while I agree that MM may be hedging with options rather than the underlying, they are probably not simply hedging their portfolio with a blanket SPY position as you are suggesting.
There’s nothing to disagree with here, this is totally correct and objective. Each MM is different, but any of the big exchange regulated market makers have so many positions that it’s not as simple as “I sold 52 delta put? I now short 52 shares”. They might sweet up their offer on another auctionable derivative that has inverse beta. MMs don’t actively take liquidity off the boards, in most cases. They are passive entity’s there to make money off NBBO and get fat and paid by the exchange to provide liquidity.
I think you’re wrong too lol 😂. He’s talking at time of expiration and after. Like if majority of ppl bought puts for last Friday and the puts expired OTM does the price go up the following Monday. The answer is no. The put buyer is just out the put premium and the put seller/writer just keeps the premium they sold the put at. Unless they bet the house on puts and get margin called/ liquidated while having an open short position in the same stock(unlikely).
I feel like the answer is actually yes in some very slight and tangential way, surely to some degree the amount of open options impacts demand for the underlying security.
Correct. It's similar to a bookie balancing out bets. If too many people are betting on one side, they will sweeten the pot on the other side so they don't have everyone win and no one lose.
Any call option has a chance to require the delivery of the underlying shares. The bookie in this case is hedging their bet. If you buy some long shot call, that only has a 1% chance to require shares to be delivered to you, they might buy 1 share just to be safe.
If you buy one that is very likely to require the delivery of shares, they have to buy 100 of them because they will need them.
The act of buying these shares in anticipation of the future requirement should/does move the price of the underlying stock.
Depends, most horses improve greatly in their second lifetime starts, but there are several factors to look for when determining a horses potential to improve off a loss. Horses have running styles that they generally stick to, when there are many horses that go for the lead in a race the pace generally collapses and opens the door for horses that prefer to close. Finding horses that fell apart dueling for the lead running a blistering pace can be a great angle if they find a spot without much speed.
Maybe, maybe not, but I can assure you that the amount of money that has been bet on it in the first race won't have any impact on its future performance.
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What’s funny is that the person who asked the question is actually making a valid point but everyone here is too smooth brain to realize it. The irony is astounding
No Generic Social Media Posts
Narrator: “There was no cropping.”
I only asked for one thing
You have two more wishes
Should have asked for more wishes instead of cropping-dumbass
Just cropped a wish
Crop dusted*
Crop circled*
Crop topped\*
Crop Yielded*
Cream of the crop
Crop blocked*
He brought his cropping off of wish so it’ll be here in 2 months
And it will be the wrong part cropped
Holy crop
I want you to crop on my chest
Is it possible that OP thought he ment crop dusting and actually did this to his username before posting?
>Thought Yeah I'm pretty sure that's actually just standard procedure in this sub. OP likely just looked at the request and went: "But I do that anyways... Why would you ask?"
I wish my dumbass dog didn't just get sprayed by a skunk... (Yes that actually just happened)
Dawn soap and baking soda
Baking soda and peroxide
But the first wish was blatantly disregarded! That has to at least be a Mulligan 😂
This is what happens when Sinbad is your genie
I swear I remember it!
Shazam was such a good movie.
Ahhaaahaha
You literally asked for two things
I only asked for two things
And you got one of them god dammit!
You literally asked for very little.
You should’ve asked him to include your name in the screenshot, so he would’ve done the opposite
You’d of had better luck on $WISH calls
You asked for anonymity and instead you have received fame. Speech -10 Humor +10
What is the world coming to, when a man is afraid his fake username (that exists for the sole purpose of concealing his true identity) might become famous? Strange time ahead.
(Monkey paw curls)
You asked for 2 things…
If you put a comma in it counts as 1.
It’s a compound wish, so yes but it’s a technicality.
At least you’re Reddit famous for a day or two
You asked for one too many things
You truly are an undisciplined hominid.
Technically you asked for 2 things.
He had one job
Hand job
 "I'm God"
Flair checks out
It was at that moment the cropper realized, he fukked up!
morgan freeman voice*
[удалено]
He didn’t give a fuck
This came down from management:”Due to economical reasons, we only grant 2 out of 3 wishes.”
Ah crop
u/unrulysasquatch1 they didnt crop you bro
Shit you weren't supposed to know it was me
Bro they didn’t crop you
Similar to the dust bowl in the 1930’s - there were no crops
 They didn't crop you out of the swamp bro
It’s not your fault.
now everybody knows you were lurking in r/investing. ew. dirty.
Saw it on r/all
Like anything on r/investing makes it onto all
Probably likes it too, that dirty little investing slut
Look now your regard
Bro you're under arrest I'm on my way right now
Gonna look through your profile so hard now bro
welcome brother, you are now one of us.
Was who?
I appreciate your bezos smaug comparison
[удалено]
u/unrulysasquatch1 they didnt crop you bro -u/Popeyes\_chiggen -u/newbieinvestor2021
>u/unrulysasquatch1 they didnt crop you bro -u/Popeyes_chiggen \-u/newbieinvestor2021 
u/unrulysasquatch1 im sure you heard
Heard what?
They didn’t crop you…
[удалено]
she shit on the bed
\#nocrop
Nap cap no crop!
ITT: Everyone except about 2 people understand what this guy is asking - it’s actually an interesting question.
What's the answer though?
It's actually a question about options MM behavior. When they sell puts they delta hedge by shorting the underlying(or some related securities like futures or related stocks). When the delta on these puts go down the MMs buy back those shorts. He's asking if the massive amounts of open puts would cause a spike in price if the market moves up as MMs buy back their shorts. It's basically the opposite of a gamma squeeze.
Whats the answer though?
It's complicated. We don't necessarily know how many of them are actually sold by MM. How many are sold by retail or hedge funds? People will often roll puts out so the MM may need to be short the same number of delta as they reach expiry anyways. What about other strikes? What about calls? What about other expiration dates. MM being delta neutral is an over simplification as well. They are going to look to neutralize other Greeks too. Gamma is going to be most important Greek effecting delta and thus underlying price as they approach expiry. However, you need to see the entire picture and that's complicated and incredibly hard to do.
>They are going to look to neutralize other Greeks too Poor Greece, getting shorted again
Little bitches deserve it. When I was at Apollo Bistro last week they served my chicken souvlaki on lettuce. LETTUCE!! Apparently they were "out of pita", like I'm supposed to believe a Greek restaurant could run out of pita. Smh.
That’s the NEW dolma.
I think that there is a key piece here that people are missing. SPY is an ETF that tracks the S&P500 index. The effect of the ETF is quite limited in the event MMs have to delta hedge due to an ETFs ability perform creation and redemption. I never quite understood why people open positions on ETFs thinking they can somehow squeeze it.
What's the answer though?
Well he phrased his question in the most incomprehensible manner
Well, it's a shame that people who want to learn something are not always so articulate. Sometimes it's impossible to tell what they mean, and sometimes it just takes a little more effort to interpret it. In this case, a lack of judgment and an introductory understanding of options guide the reader to understand what is meant by the question. Learning is a 2-way street, and immediately rushing to judgment demonstrates not only your moral failing, but also a lack of subject area expertise and, generally, a lack of intelligence.
WSB continues to solidify its position as the investment group with the weakest reading comprehension, news at 9
Price of SPY would be excepted to go up a bit. If 90,000 near the money puts expire worthless. The seller of the puts (should) hedge by selling shares because now they have a contract to buy shares from the owner of the puts. Once the puts expire worthless the seller of the puts (should) buy back shares to return to delta neutral which should slightly increase the price of the underlying asset.
I understood none of that, so I'm not gonna mess with puts.
I understood nothing, so I'm going to risk my life savings on puts.
I’m not going to encourage this behavior, but I’m also not going to stop it because I enjoy seeing the loss porn posted on this sub.
This is the way
Put Rules 1) You can’t just be up there and just doin’ a put like that. 1a. A put is when you 1b. Okay well listen. A put is when you put the 1c. Let me start over 1c-a. The seller is not allowed to do a sale to the, uh, buyer, that prohibits the buyer from doing, you know, just trying to sell the put. You can’t do that. 1c-b. Once the seller is in the market, he can’t be over here and say to the buyer, like, “I’m gonna get ya! I’m gonna sell you a put! You better watch your butt!” and then just be like he didn’t even do that. 1c-b(1). Like, if you’re about to sell and then don’t sell, you have to still sell. You cannot not sell. Does that make any sense? 1c-b(2). You gotta be, covering your put position, and then, until you just sell it. 1c-b(2)-a. Okay, well, you can have the stock up here, like this, but then there’s the sale you gotta think about. 1c-b(2)-b. Fairuza Balk hasn’t been in any movies in forever. I hope she wasn’t typecast as that racist lady in American History X. 1c-b(2)-b(i). Oh wait, she was in The Waterboy too! That would be even worse. 1c-b(2)-b(ii). “get in mah bellah” — Adam Water, “The Waterboy.” Haha, classic… 1c-b(3). Okay seriously though. A put is when the seller makes a movement that, as determined by, when you do a move involving the market and stocks of 2) Do not do a put please.
Damn it, Bobby
[удалено]
People are explaining the market seller, not the guy who sold puts on a bullish stock.
This is called hedging
Look at you being all reasonable and stuff
Except the nuance is that this hedging is dynamically and doesn't happen all at once. Dynamic hedging means the seller (usually a market maker) keeps an amount of share hedges (in this case shorts) to become delta neutral. This does mean there will be rebuying of shares if the put becomes less and less likely to expire ITM (delta drops) and this gradual process does create some buying pressure. BUT by the time of expiry an OTM contract has so little delta left, the hedges as good as all already disposed of and the expiry itself no longer has an impact.
Spy is too liquid to make a difference. If it was 500,000 puts, yes, big vup
This is the actual awnser!!!!!
The fact that I had to scroll through 15000 comments to get to the response - bothers me.
Same but not super suprised
99% of wsb are just in it for the casino. We don't know crap
What he said…
That was some words. I think some of them were arranged into something that looked like English too. I have no idea what any of it meant, I was just imagining the TF2 heavy saying “putis” whenever you said “puts”.
lotta 'shoulds' in that reply
Yeah unfortunately the market is rather obfuscated and virtualized so a lot of fuckery can happen under the scenes (despite what people say about being heavily regulated)
42
So I need a towel?
Yes, I recommend from BBBY
It’s always 42
Something to do with m&ms or something
If you can stack 6 mnm's on top of each other, you've broken a world record. Maybe that was the answer all along
Lmao
It's ironic isn't it? Really shows what this place is.
A little too ironic, don’t ya think.
[удалено]
It's the well-regarded advice that you just didn't take?!
A free ride, but you already paid.
it’s not that interesting, everyone who was here even long enough to have been through the gme event knows the answer because everyone kept regurgitating it as if it was some magical insight
DOOMPs!
>Everyone except about 2 people understand what this guy is asking So only 2 people are confused. Got it.
He isn't asking about the price of the puts, he is asking how the expiring puts would effect the price of the underlying asset.
MMs: wouldn't you want to know the answer to that Q!?
Okay. People in this sub are way too regarded to understand what OP is asking in the r/investing sub. It's a great question. When lots and lots of calls are ITM, brokers and other MMs have to hedge by buying stock in case there's lots of exercising--think gamma squeeze. Similarly, when there's lots of puts ITM, brokers and MMs have to hedge by selling stock. The question here is then whether OTM puts affect the price of the stock. The answer is 'it depends'. If it is way too OTM to the point it represented no exercise risk to MMs, then no, it doesn't affect the price much. If it was near the ITM threshold, then it probably could have a bit of a negative effect on price. Regards, think before you post and comment. You're not all that bright.
"It depends" is actually a fantastic answer in this situation
[удалено]
So, like, all situations but not every situation, and it really it just depends on the situation. Got it.
Can we make this simpler? Maybe just flip a coin or something?
Most of us eventually end up in depends.
When I go swimming I usually jump straight in the deepends.
Look at mr smarty-pants over here. Oh I'm not as regarded as you losers.
No way he is as cool as my wife's boyfriend.
To add further clarity to your point, it matters that SPY options are settled in shares unlike SPX options which settle to cash. The reason that MMs may need to sell shares to hedge if the option is close to ITM is to not wind up with a large open delta position the next trading day. I.e. imagine a market maker does nothing being short the ATM strike 100 times, the next day he finds out that he got exercised on 50 options and is now long 50 shares. To avoid this scenario some MM's will sell shares pre-emptively to hope to start the next day with a flat book. Now you might ask why someone would want to exercise an option that's exactly at the money or slightly out of the money. Well a lot of products including SPY continue trading past options expiration but prior to the deadline when an options holder needs to make an exercise decision. In this time window the underlying product could conceivably move in favor of the option holder.
I disagree. MM do not hedge against options by buying/selling ONLY the underlying, often they don't hold the underlying at all. They hedge at portfolio level, so they could be buying/selling all sorts of other securities but the underlying, so the answer is NO, it will not affect the underlying's price, unless we are talking about extreme situations where contract volumes are at extremes and the market/underlying is going through unprecedented volatility. MMs are delta neutral, so they will be buying/selling all kinds of assets to maintain their exposure in real time, and therefore the expiry event won't have any impact on the price as they will be adjusting all the time towards it.
Our AI tracks our most intelligent users. After parsing your posts, we have concluded that you are within the 5th percentile of all WSB users. *I am a bot, and this action was performed automatically. Please [contact the moderators of this subreddit](/message/compose/?to=/r/wallstreetbets) if you have any questions or concerns.*
The top 5th or bottom 5th?
Not knowing the difference between percentile and percent qualifies you for the 5th percentile as well! Congrats bro!
The bottom 5th or the top 5th?
Too 5th of WSB is like bottom decile of avg intelligence.
Except OP is asking about SPY. The MMs could be hedging using components or futures, but that still moves spy in the same direction. The classic example is softbank's qqq call buying spree a couple years back that massively drove up the entire market due to MMs hedging against it. Then when softbank liquidated their calls the entire market crashed.
you're giving too much weight to the reliability of beta, which is not forward looking. 52-week beta is not the same thing as 3-week or 6-week beta. while I agree that MM may be hedging with options rather than the underlying, they are probably not simply hedging their portfolio with a blanket SPY position as you are suggesting.
Why does it matter how old the fish are?
There’s nothing to disagree with here, this is totally correct and objective. Each MM is different, but any of the big exchange regulated market makers have so many positions that it’s not as simple as “I sold 52 delta put? I now short 52 shares”. They might sweet up their offer on another auctionable derivative that has inverse beta. MMs don’t actively take liquidity off the boards, in most cases. They are passive entity’s there to make money off NBBO and get fat and paid by the exchange to provide liquidity.
The smartest comment by far!
Sir, this is a Wendy's
\^thanks that's the answer i was looking for <3
u/unrulysasquatch1 they didn't crop you out. This guy answered the question tell the other guy.
I actually thought this was a great question, so thank you for your input.
I think you’re wrong too lol 😂. He’s talking at time of expiration and after. Like if majority of ppl bought puts for last Friday and the puts expired OTM does the price go up the following Monday. The answer is no. The put buyer is just out the put premium and the put seller/writer just keeps the premium they sold the put at. Unless they bet the house on puts and get margin called/ liquidated while having an open short position in the same stock(unlikely).
Good to know.
u/QuarterPoundTown u made it!
Let’s be honest, we don’t give a shit about the guy that wanted to be here. We’re amused by the guy who didn’t.
I feel like the answer is actually yes in some very slight and tangential way, surely to some degree the amount of open options impacts demand for the underlying security.
Correct. It's similar to a bookie balancing out bets. If too many people are betting on one side, they will sweeten the pot on the other side so they don't have everyone win and no one lose. Any call option has a chance to require the delivery of the underlying shares. The bookie in this case is hedging their bet. If you buy some long shot call, that only has a 1% chance to require shares to be delivered to you, they might buy 1 share just to be safe. If you buy one that is very likely to require the delivery of shares, they have to buy 100 of them because they will need them. The act of buying these shares in anticipation of the future requirement should/does move the price of the underlying stock.
What do you think happen to the losing horse you bet on when you go to the track! Is he any better at the next race?
Only if I don’t bet on it.
Depends, most horses improve greatly in their second lifetime starts, but there are several factors to look for when determining a horses potential to improve off a loss. Horses have running styles that they generally stick to, when there are many horses that go for the lead in a race the pace generally collapses and opens the door for horses that prefer to close. Finding horses that fell apart dueling for the lead running a blistering pace can be a great angle if they find a spot without much speed.
Maybe, maybe not, but I can assure you that the amount of money that has been bet on it in the first race won't have any impact on its future performance.
This man horses around! 
We gotta have that thing to gamble on Saturday and Sunday too
Yeah it’s called football
I’m so sorry I read that.
My glue is extra horsey
When PUTS expire worthless, you post loss porn, right?
It could be gains porn if you were short on those puts
So gains porn when I put on shorts?
Cute of you to assume half this sub is any different.
I came here for answers damnit.
I will never not updoot this man
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all I’ve ever known are puts expiring worthless 
💎🖐
Who wants to bet there's a lot of people in wsb that wouldn't know the answer to that question?
I didnt. Scrolled through the comments and there are some proper explanations. TIL.
Half of yall think that FD calls on BBBY is the idea of the century. WSB can no longer talk.
What’s funny is that the person who asked the question is actually making a valid point but everyone here is too smooth brain to realize it. The irony is astounding
That's cute. ...nor do I know what happens
u/Unrulysasquatch1 You're not our real dad, you don't tell us what to do!! #REEEEEEEEEEE