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delta roll

Feb 19 2020

Feb 2020 OPEX Roll

Today (2/19) we are looking at the size and potential of the Feb SPX AM OPEX roll that takes place on Friday (2/21). As you can see below there are some decent sized call positions which will have to be addressed – either closed or rolled. You can see there are some decent sized positions […]

Written by tenten · Categorized: Market Analysis · Tagged: call roll, delta roll, OPEX

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