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Nitin Saksena, Head of US Equity Derivative Research, BofA Securities

Alpha Exchange

CHAPTER

The Debt Ceiling and the Risks of Zero Dt

There really is a case to be made on both the long and the short side of all in general. It's impossible to rule out the risk of a zero dt related intraday accident that would call it if the stars align just so. We're not talking Armageddon here i think that's the big difference we're talking maybe an imbalance of like 10,000 s&p contracts locally as the market moves through certain strikes or suddenly low delta options become high delta options. The most sophisticated option makers in the world still need a lot more work to understand how extreme this imbalances could get Intraday.

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