The options structure shows extreme skew with call strikes heavily populated from 7.00 upward versus scattered put support below. Realized volatility remains elevated given today's 233-point range. The 7.00 strike with nearly 2,000 net calls represents the key gamma pivot that would flip dealer hedging dynamics on any sustained rally through that barrier.
The options structure shows extreme skew with call strikes heavily populated from 7.00 upward versus scattered put support below. Realized volatility remains elevated given today's 233-point range. The 7.00 strike with nearly 2,000 net calls represents the key gamma pivot that would flip dealer hedging dynamics on any sustained rally through that barrier.