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Feb 2023
23m 16s

Discussing 0DTE, CTAs, VIX: All Options ...

BLOOMBERG INTELLIGENCE
About this episode
The scenario of an extreme market impact from zero days to expiration options may be overstated and Commodity Trading Advisors' positive beta to equity may be a near-term headwind for SPX. In this edition of the All Options Considered podcast on volatility, BI's Chief Global Derivatives Strategist Tanvir Sandhu is joined by Dean Curnutt, the CEO of Macro Ris ... Show More
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