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The 'Index Gamma Buffer' Is Back | ZeroHedge
Источник: Buzz FX / 07 май 2024 13:12:22 America/New_York
The equity option markets have been volatile (no pun intended) in recent weeks but the last few days (since Powell's dovish re-pivot) have seen a dramatic shift in two key factors - plunging vol-of-vol, and soaring gamma (both providing a b
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