What Does a Negative Gamma Exposure Signify for a Trader?

A negative Gamma exposure, typically from selling options (short options), signifies that the trader will lose money from large movements in the underlying asset's price, regardless of the direction. The portfolio's Delta will move against the trader with large moves, forcing costly rebalancing.

This exposure is characteristic of strategies that profit from time decay (Theta) and stability.

How Does Gamma Risk Lead to Potential Losses for a Delta-Neutral Portfolio?
What Does an Option’s Gamma Measure and Why Is It Crucial for Delta Hedging?
Does a Higher Gamma Value Necessitate More Frequent Delta Hedging?
What Greek Is Negative for a Short Volatility Position?
How Do Rebalancing Strategies for Concentrated Liquidity Positions Differ from Those for Traditional AMMs?
What Is the Risk a Delta-Neutral Portfolio Still Faces?
How Does ‘Gamma’ Impact the Effectiveness of a Delta-Hedged Portfolio?
How Does Gamma Affect the Stability of the Hedge Ratio over Time?

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