NVDA, AAPL, IWM, TLT
skew index & flow
Quick update tomorrow more stocks.
NVDA 1M OTM IV
The skew is useless since we’re just seeing a gamma squeeze therefore i’m using 150% moneyness (50% strike price higher than ATM). Z-SCORE shows that it is not even in overbought compared to standard deviation hence there is more space to go up as traders buy far OTM CALL options.