4000SPX is magnet for Friday 9AM
已更新
Quick follow up to my 1-3 month analysis found here.
My vol premium selling thesis from that analysis has footprints in the SPX options chain.
This can be seen in the JAN20 SPX expiry 4000 strike.
The amount of puts and calls could theoretically cancel each other out but over 300k options on the strike.
I expect to stay in the ranges I outlined at least until Friday.
S&P dealer gamma exposure remains positive.
Today is Vix Expiration, but I think that was front run on Friday last week.
You know the drill.
Keep Calm and 4k On
My vol premium selling thesis from that analysis has footprints in the SPX options chain.
This can be seen in the JAN20 SPX expiry 4000 strike.
The amount of puts and calls could theoretically cancel each other out but over 300k options on the strike.
I expect to stay in the ranges I outlined at least until Friday.
S&P dealer gamma exposure remains positive.
Today is Vix Expiration, but I think that was front run on Friday last week.
You know the drill.
Keep Calm and 4k On
註釋
Vix Expiration was nothing short of a gran slam if you held puts.Calls outnumber the Puts at 4k strike by a significant margin so I expect some volatility over the next few days.
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