Friday, February 5, 2021

Investor, Buy the Squeeze, Sell the Skew

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Hi Investor,
 
Welcome to the Weekend edition of the Free TheoTrade Report.
 
Free Upcoming Webinar
Ultima Trades: 2021's Most High Probability Income Generator
with Don Kaufman
Tuesday, February 9th at 1 PM EST / 10 AM Pacific
 
============================== ==================  

 

Free TheoNight Report - Weekend Edition for Friday, February 5, 2021 by Don Kaufman - Buy the Squeeze, Sell the Skew

 

Explosive move up decimates volatility

SPX Expected Move shattered in two consecutive weeks.

Short term inefficiency in play

Rates Rip Higher
—Financials fly
—10yr and 30yr diverge, curve is STEEP!

Strategy Talk-
—buy short term gamma
—sell long term premium and skew

SPX Expected Move
--last week-- 132.54  (expected move)
--actual move --169.59
--next week-- 63.34

 

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