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3/6/2020

Mar 08 2020

The Friday Option Position “Blowout”

Candlestick charts of E-mini S&P 500 and VIX labeled options market maker carried out and liquidation complete.

ZeroHedge posted an article Friday that caught a lot of attention. Basically they claim that a firm got a tap on the shoulder from the risk department and were forced to close out positions. This may also have been a Margin Call. If someone got tagged (allegedly) doesn’t really matter to us, what happened in […]

Written by tenten · Categorized: Market Analysis · Tagged: 3/6/2020, margin call, negative gamma, option delta

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