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

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
