Adding convexity in Nasdaq100 Nasdaq is back near to the top of its annual range and implied vol at the low (strangle July 7050 call – 6960 put at 14% Ivol), versus a realized vol around 20% Look like a great level to initiate cheap gamma exposure to Fang You Might Also Like grab Grub May 30, 2018 Earnings related option trades October 7, 2018 a bit contrarian … we buy china here May 25, 2018