On the road again ...

Week ending 11/1/2022

Hi All,

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

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