Today on In the Money, Dan Deming talked about the big reversal in the VIX due to the market reversal yesterday. He also touched on the market’s reaction to recent earnings reports, specifically strength in earnings reports from the banks.
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Are option traders expecting a major sell off in June? $VIX had been smashed today prior to last 30 minutes of trading and then $SPY puts found a bid. #EAVOL https://t.co/dpBynvQkB7
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Brian Stutland