Anatomy of a Jane street index option trade strategy

3 bwfan123 1 7/6/2025, 1:38:35 PM sebi.gov.in ↗

Comments (1)

bwfan123 · 3m ago
Two strategies are detailed with trades.

1) expiry day index option strategy 2) expiry day painting the close strategy

Quite shocking how many traders were trading put options naked without any hedges. Also, the strategy seemed completely legit, ie, Jane Street capitalizing on unsophisticated index options traders.