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 we stop our long trade in Inditex September 4, 2018 We take profit on our put on EEM and buy Copper July 20, 2018 close long put VIX 22 Nov21 November 19, 2018