Bandi Shreyas
Bandi Shreyas

@BandiShreyas

3 Tweets 80 reads Mar 08, 2023
How to read this otm ske -
Otm calls are priced much lower than Equidistant otm puts
When market fell from 17.7 to 17.65, ATM fell from 115 to 105
So it means iv is cooling to downside and Gama risk is fully upside (for now)
So debit call ratio or credit put ratio or both
And at these prices at 1 dte, for.purely strangle players it's a dead zone/ no trade, risk reward is crap for 1dte
@Ronak_Unadkat Depends on the extent of debit I guess tho 😅

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