FICC Focus
FICC Focus
Bloomberg Intelligence
Discussing 0DTE, CTAs, VIX: All Options Considered
23 minutes Posted Feb 24, 2023 at 12:05 pm.
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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 Risk Advisors. Points covered include key themes from the volatility markets year-to-date, 0DTE options, CTAs and VIX optionality.