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What Is the Primary Difference between a Static Hedge and a Dynamic Hedge?

A static hedge is one where the hedging instrument, such as a long-dated option, is bought and held until expiration without adjustment. A dynamic hedge, such as a delta-hedged position, requires continuous or frequent adjustment of the position size (e.g. buying or selling the underlying asset) to maintain a desired hedge ratio as the underlying price changes.

Why Is High Gamma Detrimental to a Static Delta Hedge?
What Is the Difference between Static and Dynamic Delta Hedging?
What Is the “Gamma” of an Option and Why Is It Important for Dynamic Hedging?
Why Is Continuous Rebalancing of the Hedge Necessary for Delta Hedging, and What Is the Cost Associated with It?