Macro hedges dominated options activity. SPY – Customer rolled down Sept 169 puts (selling almost 50k), into the Sept 164/156 and the Oct 164/156 put spreads (bought almost 50k of each). VIX – Call to put ratio …
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Macro hedges dominated options activity. SPY – Customer rolled down Sept 169 puts (selling almost 50k), into the Sept 164/156 and the Oct 164/156 put spreads (bought almost 50k of each). VIX – Call to put ratio …
Continue reading