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@macro
Macro Trader
@macro
Trader
USO
I got this eerie feeling about crude oil lately... Like it is flying under the radar. Below graph of HV and 2-month IV at 100% moneyness. 

Thinking about 17/04 strangle 69-72 at 8.35** USD
IV 33.538/31.667

Delta -0.43
Gamma 4.8899
Vega 29 ( ͡° ͜ʖ ͡°)
Theta -4.23

What could go wrong? Will update price tomorrow

**corrected some data point as my pricer was in OTC mode
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Jan 02, 2026 · 04:54 AM · 28 views
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@quantguild
Roman Paolucci Mod Trader FOUNDER
@quantguild · Jan 03, 2026 · 01:54 PM
Trader FOUNDER
USO
Curious how this aged
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