Discussing 0DTE, CTAs, VIX: All Options Considered episode artwork

EPISODE · Feb 24, 2023 · 23 MIN

Discussing 0DTE, CTAs, VIX: All Options Considered

from FICC Focus · host Bloomberg Intelligence

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.

Episode metadata supplied by the publisher feed · Published Feb 24, 2023

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Discussing 0DTE, CTAs, VIX: All Options Considered

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