The curse of the frequent traveller is waking up at times inappropriate to the current time zone...
At least one vocal member of the Twitter-Vol-Industrial complex is pointing to June quarterly expiration as a possible turning point, or at least a time of increased volatility. If you look at VIXMix for previous expirations, does it show anything similar?
The curse of the frequent traveller is waking up at times inappropriate to the current time zone...
At least one vocal member of the Twitter-Vol-Industrial complex is pointing to June quarterly expiration as a possible turning point, or at least a time of increased volatility. If you look at VIXMix for previous expirations, does it show anything similar?
Is there a gamma profile that makes June expiration especially notable?
I don't know that. the premise is that lots of gamma that builds up around expiration disappears after the close.