Is there a limit to what % of daily volume market makers will buy/sell when hedging positions?

Let's say that a Market Maker has a large options position they need to hedge, but the amount of shares of stock they need to buy/sell is several time the daily volume of the stock.

Is there a rule of thumb for what the max % of daily volume a MM will buy/sell is? Inversely, is there a rule of thumb for how many days it would for a position that's X times the daily volume?