Talking Like Volcker, Channeling Burns (guests: Rob Arnott, Brent Kochuba)
The Market Huddle
00:00
The Delta Notional Exposure for Puts and Calls
Cavin: We have a pretty equal amount an delta notional exposure now for puts and calls is about 300 million. But what's so fascinating about this is that this exposure is like half the size of what we had just last friday, when the market was a little chippy,. Cavin: So if you kind of put put yourself forward one more slide, thits going t set the stage here. The fed kind of juiced things a bit before and i think, again, pulled forward some of this opex rally fuel.
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