Not much has changed since last week’s video so I didn’t feel like creating a duplicate. Below you can see the stats as of the end of last week (click to enlarge):
I’m ignoring August data because it’s the last weeks of trading for those options. I simply have them there for reference. The story is the same: getting short volatility is a much lower probability trade than getting long volatility. Calendars and back spreads seem to look ok.
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- Quick Take On The Markets & Watchlist
- Markets Keep Exploding And Options Watchlist
- Reader Question: Butterflies and Implied Volatility Skew
- What Led The Market This Week? (And Watchlist)
- Defensive Sectors Leading The Market & Watchlist
- Breaking Down This Week’s Winners & Watchlist For Next Week
- What Sectors Are Leading The Market?
- Market Strength and My Watchlist
- Implied Volatility Skew and What It Tells Us
- An Interesting Take on Selling Implied Volatility Here