Leander Gayda

University of Münster - Finance Center Muenster

Schlossplatz 2

Muenster

Germany

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Retail Traders Love 0DTE Options... But Should They?

Number of pages: 34 Posted: 13 Apr 2023
Heiner Beckmeyer, Nicole Branger and Leander Gayda
University of Münster, University of Münster - Finance Center Muenster and University of Münster - Finance Center Muenster
Downloads 2,526 (8,939)

Abstract:

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Retail Trading, Options, WallStreetBets, Payment for Order Flow, 0DTE

2.

Option Liquidity and Gamma Imbalances

Number of pages: 44 Posted: 30 Jun 2022 Last Revised: 09 Jan 2023
Leander Gayda, Thomas Gruenthaler and Jan Harren
University of Münster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 539 (83,573)

Abstract:

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Liquidity Risk, Option Markets, Option Liquidity, Liquidity Spirals, Hedge Demand, Gamma Risk