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 Buy world cup names (adidas, ABinbev, Carlsberg, Yandex …) June 10, 2018 we take profit in Sinopec (386 hk) and China Res. Cement (1313 hk) September 18, 2018 Short DLG GY September 7, 2018