$标普500 ETF-SPDR(SPY)$ $纳指100ETF-Invesco(QQQ)$ $英伟达(NVDA)$ #大跌原因找到了~~~美股这节前成交清淡，被零日put期权搞得措手不及，12/20 SPY 475 Put 价格从几毛钱冲到$ 8...dealer gamma上周五三巫日到期后，大幅回撤导致市场极不稳定。高盛：更有可能的触发原因是大规模的即日到期卖权交易，交易了近80,000份SPX 20Dec 4755卖权合约，导致了一次短期Gamma对冲的抛售。当天最活跃的期权交易是SPY 475即日到期卖权。
“The more likely trigger is the massive, 0DTE put trade which traded almost 80,000 contracts of the SPX 20Dec 4755 put, that caused a short gamma hedging selloff ”“the SPY 475 0DTE Put was the move actively traded option on the day”
