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RUT

Sep 01 2020

AAPL Options Insanity

apple-stock-vs-implied-vol

From ZH And since nothing else has changed and we already showed what is going on from a delta- and gamma-hedging perspective… … we will give the last word to the Bear-Traps report which describes the “Insanity” in Apple Options: The convexity skew picture on big-name equities like Apple $AAPL has gone parabolically stupid. Let’s keep this […]

Written by SpotGamma · Categorized: Market Analysis, Stock · Tagged: RUT, skew

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