Today the ZEGA trading team re-entered the short volatility market with a 4-trading day short call spread on the 3000/3050 strikes for a credit of just under 1%. This is the April 15th expiration date.
Jay provides another market update after a strong week in the market. Check out the video to hear what that could mean for ZEGA’s strategies.
Today’s market declines were extreme. No other way to describe it. With both the futures and regular trading session limiting out and the curbs kicking in...
As the markets closed today, we now mark two weeks of high volatility and high realized volatility. This week alone we’ve witnessed historic multiple 1000-point days up and down in the Dow Jones Index.
Jay Pestrichelli gives a strategy update on March 2, 2020.
Jay discusses some strategy tactics amidst the market volatility of February 2020.