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Difficulty: Medium
Category: Market Microstructure
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: market-making, bid-ask-spread, volatility, risk-management
You are a market maker quoting a two-sided market in a stock. Suddenly, the implied volatility of the stock doubles. Assume your inventory is flat and you are risk-averse. Which of the following actions is the MOST appropriate response, and why?
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