Stochastic Volatility - Options market insights

Stochastic Volatility - Options market insights

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Stochastic Volatility - Options market insights
Stochastic Volatility - Options market insights
Weekly post (03/feb - 07/feb)
Market analysis

Weekly post (03/feb - 07/feb)

Setting the tone...

Feb 03, 2025
∙ Paid
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Stochastic Volatility - Options market insights
Stochastic Volatility - Options market insights
Weekly post (03/feb - 07/feb)
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tl;dr: I still see long-side edge, 5940.51 SPX as pivot. Patience is required before blindly jumping on any trades. Observe first, before decide.
Below I coded projected gamma change for the week:

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