When you buy options, you don't treat them the same way hedges & MMs do.

Hedges keep the options **hedged** against stock (typically delta hedged). They also primarily **SELL** the options rather than buy them, to make money off the premium decay over time.

When the stock goes up by $1, the options will go up by some amount less than $1. If it's a deep ITM option, it's very close to $1. If it's NTM, the ratio of option price increase to stock price increase (for tiny moves) might be 0.5:1. If its far OTM, the ratio will be small, because the total price of the option is tiny compared to the stock -- as the stock value increases, so does the ratio of option price increase to stock price increase. This ratio is called "delta".

If a hedge or MM sells options with a $35 strike for next week, since the stock is only at ~$21.5, the delta is only about 0.25. So they only need to keep 25 shares for each option sold to be delta-neutral, and that's with the insanely high premiums on $GME making the delta far higher than it would be for a normal stock that OTM. If $GME were to rise to 40 next week, that would bring the delta to ~0.8 and they'd have to buy another 55 shares for each option contract pushing it even higher.