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

ノート

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

トレード終了: 利益確定目標に到達

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