Current premium environment check — what are you seeing?
IV rank on SPY and QQQ is elevated right now. Premium environment looks rich for IC setups around 36 DTE with POP above 80%. Anyone else positioning this week or waiting for more clarity on direction?
Posted by Sebastian_28saas
1 Comment
June 12th expiry(36dte) is less than a 15 vol. Where is implied vol expensive? Lol
Not even a month ago SPY was trading around the 670’s and today were trading at 734. You sure you want to short vol? Vix futures short has been decent but idk about short vol using options.