F FSU Apr 15, 2020 #52 Same Lazy Element said: The strip premium is pretty low this time, so I don't expect too many people carrying big size into the print. Also, no huge outstanding VIX options positions for tomorrow, so no expiration gamma to speak of. Expect calm weather. More... You were right, very quiet opening, not much size compared to last month
Same Lazy Element said: The strip premium is pretty low this time, so I don't expect too many people carrying big size into the print. Also, no huge outstanding VIX options positions for tomorrow, so no expiration gamma to speak of. Expect calm weather. More... You were right, very quiet opening, not much size compared to last month
Same Lazy Element Apr 15, 2020 #53 FSU said: You were right, very quiet opening, not much size compared to last month More... Of course, if you took any VIX options into the expiration, you had a ton of fun.
FSU said: You were right, very quiet opening, not much size compared to last month More... Of course, if you took any VIX options into the expiration, you had a ton of fun.
