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 Short Burberry above 2110 for a 1960 target June 20, 2018 Close UXX8 (Nov18 future on VIX) November 15, 2018 Buy GDX below 19.1 for a target at 22.15 (dovish Powell bearish dollar and bullish gold) August 24, 2018
Buy GDX below 19.1 for a target at 22.15 (dovish Powell bearish dollar and bullish gold) August 24, 2018