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1, decline in realized correlations due to factor and sector rotation, basically vaccine leads to markets going from growth and momentum stocks to value and cyclical stocks...this basically reduces correlation between stocks, leading to lower realized volatility in a broad index
2, in rising markets dealer gamma tends to be long gamma acting as a mean "reverter" due to delta hedging (TME note, was not the case during the August NASDAQ melt up)
3, the systematic strategies that are into selling options as a strategy got carried out on stretchers post Corona and will most probably return to the game of selling options in 2021, adding to vol supply
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