Talking Like Volcker, Channeling Burns (guests: Rob Arnott, Brent Kochuba)
The Market Huddle
00:00
The Delta Notional
There's an official quarterly expiration that actually occurs on march thirtieth. But in terms of the real notional size, that is almost always baked into the third friday of the quarterly months. So over this last week right? It's been destruction of the put complex. And that's a function of time passing s and p rallying and vall coming down.
Play episode from 01:26:17
Transcript
