Delta-hedgers are long $5.3bn of gamma from SPX options, and should the S&P fall early next week then the gamma of delta-hedgers would fall in tandem
Read More >>The Latest CTA Positioning And Gamma Update
Delta-hedgers are long $5.3bn of gamma from SPX options, and should the S&P fall early next week then the gamma of delta-hedgers would fall in tandem
Read More >>The Latest CTA Positioning And Gamma Update