SpotGamma(@spotgamma):$SPY IV very low: rank 7/100 High Call vs put demand: Skew Rank is 99/100 No one cares about vol nor puts and I don't think that matters for at least another 4-5 sessions. each dot is single stock constituent - they are mainly lower IV and call skewed too

SpotGamma

@spotgamma

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参加 July 2019

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SpotGamma@spotgamma

2026.08.14 01:32

$SPY IV very low: rank 7/100 High Call vs put demand: Skew Rank is 99/100 No one cares about vol nor puts and I don't think that matters for at least another 4-5 sessions. each dot is single stock constituent - they are mainly lower IV and call skewed too