[02/Nov/23] Volatility puke & 주가 급등
◆ IV crush & bearish position unwinding continue … Still more to come? Maybe, but 변동성 헤지 위한 dealer short covering 일단락 U.S. Index: S&P500 +1.79%, Nasdaq +1.72%, Dow +1.53% (To Be Updated) U.S. Rate: 2Y 4.981% (+2.7bp), 5Y 4.641% (-3.5bp), 10yr 4.676% (-8.1bp), 30yr 4.826% (-11.7bp) (TBU) U.S. Equity: 필라델피아 반도체 2.61%, 필라델피아 은행 3.85%, Big Tech주 0.59% (TBU) Gamma Index: SPY -0.244, QQQ -0.076, IWM -..
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