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@minthemouse
Mind the gap! How long do you have to wait for an SPX gap to fill? The average is 33 bus days, but the distribution is very skewed. 50% of gaps filled in 7 bus days. 75% of gaps filled in 35 days. 9% of gaps currently unfilled. Data from March 29, beginning of official bull market.
Historically gaps filled been to be a tailwind for SPX. 7 […] View
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Seth Golden posted an update 5 years, 8 months ago
Lot of false narratives with respect to the short positioning in VOL -complex. Here’s a look at the commercial positions i.e. long and short Vega
One thing that has always confused me for every future or options position there is a buyer and a seller so if the net vega position is zero how can you tell what the commercial position is?