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Short Vol ‘Manna From Heaven’
It's been "short vol manna from heaven" lately, Nomura's Charlie McElligott said Tuesday.
This is a
Thanks again for sharing this info. If you ignore it you are truly flying blind.
Now & then I appreciate the vol sellers when adding or rolling out some positions.
Above my pay grade.
Why is vol declining? Because I’m selling it. Whyn am I selling vol? Because it’d going down….