How Do Market Makers Hedge Their Options Positions?

Market makers primarily use delta hedging, which involves buying or selling the underlying asset (stock, crypto, or future) to keep their overall portfolio's delta (price sensitivity) close to zero. This neutralizes the risk from small price movements in the underlying asset.

They constantly adjust their hedge as the underlying price changes (dynamic hedging) and use other Greeks like Gamma and Vega to manage more complex risks.

What Is Delta Hedging, and How Is It Used by a CEX Market Maker?
How Does Delta Differ between an ITM and an OTM Call Option?
How Does Delta Hedging Relate to the Rebalancing of a Short Option Position?
What Is the Role of Gamma Hedging in Managing the Risk of a Quoted Options Book?
How Is Delta Used in Constructing a Delta-Neutral Portfolio?
What Is Delta Hedging and Why Is It Important for a DAO Acting as a Market Maker for Options?
How Does the “Delta” of an Option Relate to Its Effectiveness as a Hedge?
What Is ‘Delta-Neutral’ Hedging and Why Is It Crucial for Option Market Makers?

Glossar