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Call buying forces the options market maker to delta hedge by purchasing the underlying.

Example: As of market close on Friday, a June 19, 2020 expiration HTZ $3 strike call option cost .55 ($55) and has a delta of .56; if I were to buy a 10 lot for $550, the options market maker would be short 560 deltas and would purchase 560 shares of HTZ to hedge their short call position. This can push the share price up quite a bit if there’s non-stop call buying.

The converse is also true for put options, buying puts from an options market maker forces them to sell the underlying to delta hedge.



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