Options Data Sets New Higher Range

2019年11月18日

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

2019年11月25日

註釋

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

2019年11月27日

交易結束：目標達成

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