Daniel Choi
Essayist · Options, gamma & vol surfaces
Ex-options market-maker · CMT candidate
At a glance
- Education & credentials
- MS Financial Mathematics, Chicago
- Markets experience
- 9+ years across vol education & desk commentary
- Languages
- Korean · English
- Base / focus
- Seoul — Chicago
About
Daniel walks through how dealer gamma flips colour intraday, when 0-DTE flow bleeds into spot, and how to read risk-reversal quotes without a quant stack. His essays pair diagrams with trader language so vol literacy sticks after one read-through.
Focus areas
- Gamma positioning and spot pinning narratives
- Skew, risk reversals, and hedging tells before events
- 0-DTE mechanics for swings who peek at weeklies
Blog articles
Article listings will appear here once this profile is linked to a WordPress author account.
Selected essays
- Gamma flips: the intraday map retail rarely sees
- Charm decay when you hold through macro week