Its interesting too look back at where we were in February ’20 just days before the crash. Clearly things are […]
February 2020 crash
When Might this Volatility End?
We have been targeting next weeks OPEX 3/20 as a key time in this “volatility cycle” as there is very […]
February 2020 Selloff & Gamma Trap
There has been relentless selling during the end of February attributed to Coronavirus fears. There are clearly sellers of all […]
Gamma Tilt & Market Bottoms
One of the indicators we watch for a potential bottom is Gamma Tilt – or the ratio of call gamma […]