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Archives for May 2021
SpotGamma Report for: 05/04/2021 AM
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SpotGamma Report for: 05/03/2021 PM
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SpotGamma Report for: 05/03/2021 AM
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Nomura’s McElligott Talks Gamma on Macrovoices
Charlie McElligott talks several macro themes, and digs into deal gamma around the 44:30 mark. Topics include gamma flips, CTA deleveraging levels, and the large gamma dynamic.
SpotGamma Report for: 05/03/2021 AM
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