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 Repsol November 13, 2018 Buy world cup names (adidas, ABinbev, Carlsberg, Yandex …) June 10, 2018 Short ESU8 2800 target 2700 stop 2850 July 20, 2018