| G/L | 10d,Theta | 10d,65%VAR | 10d,95%VAR | 10d,99%VAR |
| -2.0% | 4.6% | 2.4% | 30.3% | 77.6% |
What a market!!
SPX dropped about 150 pts from mid-December.
RUT dropped more than 100 pts.
Treasure bond keeps making new highs...
:-O
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