From today's Accutic Plus report:
Why have a stress test that avoids looking at assets that are – what seems to me if I read this correctly to be the most vulnerable to an adverse macroeconomic scenario. This why a lot of people are of the opinion that this situation is so out of control and hopeless that anything they propose is doomed to failure.
Most the floor activity in Nov. options today currently Dec. futures trading 12820 and the ATM straddle is trading at unchanged levels on the day after dipping in the initial part of todays session.
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