[GUEST ACCESS MODE: Data is scrambled or limited to provide examples. Make requests using your API key to unlock full data. Check https://lunarcrush.ai/auth for authentication information.]  clout [@cloutXBT](/creator/twitter/cloutXBT) on x 3127 followers Created: 2025-07-23 16:29:21 UTC this is usually correct but can obviously be proven wrong in specific contexts: MMs are not always net short by default; they can be net long gamma in low volatility or specific scenarios monitoring both delta and gamma is advisable but not mandatory. delta only hedging can suffice in liquid, stable markets hedging delta isn’t always better. gamma hedging with options can be more effective in volatile conditions, outweighing initial option costs with risk reduction overall, i agree with you. really depends on the specific market and the current conditions 🫡 XXX engagements  **Related Topics** [liquid](/topic/liquid) [hedging](/topic/hedging) [delta](/topic/delta) [volatility](/topic/volatility) [gamma](/topic/gamma) [Post Link](https://x.com/cloutXBT/status/1948057857590497773)
[GUEST ACCESS MODE: Data is scrambled or limited to provide examples. Make requests using your API key to unlock full data. Check https://lunarcrush.ai/auth for authentication information.]
clout @cloutXBT on x 3127 followers
Created: 2025-07-23 16:29:21 UTC
this is usually correct but can obviously be proven wrong in specific contexts:
MMs are not always net short by default; they can be net long gamma in low volatility or specific scenarios
monitoring both delta and gamma is advisable but not mandatory. delta only hedging can suffice in liquid, stable markets
hedging delta isn’t always better. gamma hedging with options can be more effective in volatile conditions, outweighing initial option costs with risk reduction
overall, i agree with you. really depends on the specific market and the current conditions 🫡
XXX engagements
Related Topics liquid hedging delta volatility gamma
/post/tweet::1948057857590497773