VIX vs SKEW : Still volatility below the surface
covid crash in march 2020
The key takeaway here is that despite SPX bouncing back after each sell off, the vix remains a hair trigger away from causing more damage.
GEX is hovering around gamma zero but every time a move is made higher, an equal move back down follows shortly after.
MOEX is going to have to open sooner or later, could be counter party risk that will cause that move over 40.
I keep adding puts each time there is a move higher and buying calls on the moves lower.
keep doing what works until it doesn't!
The key takeaway here is that despite SPX bouncing back after each sell off, the vix remains a hair trigger away from causing more damage.
GEX is hovering around gamma zero but every time a move is made higher, an equal move back down follows shortly after.
MOEX is going to have to open sooner or later, could be counter party risk that will cause that move over 40.
I keep adding puts each time there is a move higher and buying calls on the moves lower.
keep doing what works until it doesn't!
相关出版物
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。