Informe Option Levels
Macro Theme: Key dates ahead: 10/18 OPEX 5,875 is peak positive gamma, and major resistance this week. We look for VIX expiration on 10/16 to mark a period of higher equity volatility, as VIX Exp & 10/18 OPEX clear out short vol/positive gamma positions....
Informe Option Levels
Macro Theme: Key dates ahead: 10/18 OPEX 5,875 is peak positive gamma, and major resistance this week. We look for VIX expiration on 10/16 to mark a period of higher equity volatility, as VIX Exp & 10/18 OPEX clear out short vol/positive gamma positions....
Informe Option Levels
Macro Theme: Key dates ahead: 10/16 VIX Exp 10/18 OPEX 5,875 is peak positive gamma, and major resistance this week. We look for VIX expiration on 10/16 to mark a period of higher equity volatility, as VIX Exp & 10/18 OPEX clear out short vol/positive gamma...