Well, that escalated quickly. $SPY

2019年8月29日

Overnight ramp on whatever news puts us back in long gamma territory. Headline/tweet risk aside that puts the market back in lower volatility mode where >1% moves shouldn't be the norm. Looking for a short term consolidation drift here due to dealers being long gamma.

2019年9月3日

註釋

Looks like well open back in short gamma territory making today look like a volatile one. Based on options data it seems like 285 support and 291 resistance still valid.

2019年9月3日

交易結束：目標達成

strange choppy market right now. back in the target zone will wait for a range break for another trade.