Menthor Q(@MenthorQpro):Vanna can change how dealers respond to the market. When puts remain out of the money, rising implied volatility can support buying and improve liquidity. But once those puts move in the money, dealer hedging can reinforce selling pressure and increase volatility.

Menthor Q

@MenthorQpro

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参加 December 2015

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Menthor Q@MenthorQpro

2026.07.24 13:36

Vanna can change how dealers respond to the market. When puts remain out of the money, rising implied volatility can support buying and improve liquidity. But once those puts move in the money, dealer hedging can reinforce selling pressure and increase volatility.