​TACOs To Take A Bite Out Of Jelly Roll Volumes

The launch of CME Group’s Trade at Cash Open futures later this month could disrupt the market for more complex combination S&P 500 options trades, such as jelly rolls, as traders use the product to more efficiently roll their delta exposures back to a weekly exposure.

DO
Daniel O'Leary
MAY 03, 2018

Exclusive Insights

Gain actionable intelligence with clarity and speed – practical knowledge you can apply every day.

You must be a subscriber to view this page. Either log in or select “Request Access” below to connect with our subscriptions team.

Share public link
Share public link
Share public link
Share public link
Share public link
Share public link
Share public link