Nav writes that if certain trading parameters ('5d' and '35d') are not suitable due to a lack of 'gamma', a colleague named Tazia might be able to find 'liquidity from the street'. Nav is copying Tazia on the email to get her input on pricing or other comments.
This document is an email from a person named Nav, likely at Deutsche Bank, concerning a financial trading issue. Nav suggests that a colleague, Tazia, may be able to 'source liquidity from the street' to solve a problem related to options trading (indicated by the term 'gamma') and is copying her on the email for her input.
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