Making gamma neutral positions on 0DTE options? - Algos, strategies, code - Trading Q&A by Zerodha

Making gamma neutral positions on 0DTE options? – Algos, strategies, code – Trading Q&A by Zerodha

June 3, 2023

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How HFT’s & Market makers neutralise their gamma on expiry day to hedge their delta by adding or shorting shares in index futures??

Is there any way to completely neutralise delta & gamma and get positive theta ??

Let me ask the expert @Sensibull (Abid) to respond

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I hope @Sensibull will reply fast… my screen time in sensibull has reached 5 hrs today… doesn’t want to spend whole weekend on this