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FT story on Thursday already pointed out that the Softbank Whale trades most likely got dwarfed by aggregate retail activity.  And freely available OCC volume data can't really confirm that either would have put significant pressure on dealers - in August customers' buys and sells seem to have offset each other nicely (and volume far lower for both "firm" and dealer accounts).  however data is far too aggregated to make such conclusions with confidence, I guess, and September data may reveal more.  more interesting maybe the difference between August 2019 and 2020 call volume - pointing to increased divergence in views between "customers"..?

 

 

OCC_August_20_Equity_Option_Customer_Trades.jpg.png

OCC_August_20_Equity_Option_Customer_Trades1.jpg.png

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