Don't Take My Word for It (Digital Gamma Blog)

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On the road again ...

digitalgamma.substack.com

On the road again ...

Week ending 11/1/2022

Ari
Nov 1, 2022
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Hi All,

Digital Gamma is on the road this week and there is no commentary or chartbook.

Thanks for reading Don't Take My Word for It (Digital Gamma Blog)! Subscribe for free to receive new posts and support my work.

We wish you a happy FOMC day.

For your halloween treat, here is a thread by Alpha Exchange (Dean Curnutt) on pricing event risk in options:

Although it begins by discussing earnings, there is a “5Cs” chart that I find very useful.

Best

Ari

Thanks for reading Don't Take My Word for It (Digital Gamma Blog)! Subscribe for free to receive new posts and support my work.

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