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 back to BAC and buy DHI May 29, 2018 short Kone Oyj (Knebv fh) June 7, 2018 Our SC us Sentiment indicator is giving a very bearish signal June 7, 2018