Options Data Sets New Higher Range

2019년 11월 18일

Now that November OPEX is over we turn to December. The options data ranges set themselves higher indicating a new target overhead of 3150. Market gamma overall is very high suggesting tight trading ranges and a low volatility market. spotgamma.com

2019년 11월 25일

노트

3125 is the new high gamma strike meaning we should hold 3125. if volatility keeps coming down then 3150 is the target.

2019년 11월 27일

거래청산: 타겟 닿음

Large options gamma at 3150 + no sign yet of a roll higher means risk reward favors closing trade