June 17 FOMC & June 18 OPEX: Heavy Defensive Positioning and the Coming Hedge Unwind

Read more

June 18 Updates: 1, 2, 3

June 18 OPEX: Divergent A.M. and P.M. Regimes Driven by Dealer Hedging Priorities

June 17 Update: 4

June 17 Updates: 3 -- Gamma and Delta flipped to Negative; this is a significant deterioration from earlier today