問個期權負gamma的問題

來源: 2024-09-21 10:43:38 [舊帖] [給我悄悄話] 本文已被閱讀:

在貓大(https://bbs.wenxuecity.com/finance/6508941.html  )和楚懷沙 (https://bbs.wenxuecity.com/finance/6508984.html  ) 貼的文章裏,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.”

請問這是什麽原理,為什麽過期後gamma會由負轉正?