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'A Free Put On The Market': Ambrus Group CIO On Taking Advantage Of Volatility Dislocations
Tuesday, July 13, 2021 - 5:40pm | 1381The correlation of stock moves, versus option activity, has become more pronounced over the past few years, and even more so after the pandemic sell-off. This comes as the demand for options is transmitted to underlying stocks via the risk management of market makers who, during outlier events, are...