NVDA, GOOGL, PLTR. AMZN, META
Today i update these 5 stocks, tomorrow i will update others.
As a reminder, SKEW indexes represent the positioning/sentiment of traders as they buy/sell options which increases premium and IV, the calculation of IV spread of these options based on a certain expiration (in this case monthly) and moneyness (OTM/ATM/ITM) creates the skew.
I’ve added the bloomberg volume profile on the charts and option gamma chart for OpEx this week.
NVDA 1M OTM SKEW
Skew is increasing, highest since October.