MacroVoices #368 Charlie McElligott: Banking Crisis, FOMC, 0DTE, CTAs & more
Macro Voices
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The Volatility of Zero Data Expiration Options
In the past two weeks, we've finally got this big vol-out performance versus spot after the prior year. So you're actually in a more normalized state of kind of the traditional VIX relationship. And that, frankly, has been healthy and much needed. For what it's worth as of the day of recording this, there was a lot of that VIX upside that expired.
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