Monthly OpEx
October 2024 Update
Another monthly OpEx is coming up tomorrow. Some decent two way action so far this week but overall chop, as outlined in:
OpEx week tends to be choppy with decent vol. So far we managed nice cl-cl daily ranges from last Friday. Vol implieds were scraping historic lows once again this week, which was a good opportunity to buy some gamma (posted the performance of sub 50bps daily straddles on Twitter.)
Lets take a look at how OpEx day historically plays out:
Overnight & Intraday performance:
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