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New York
Thursday, March 28, 2024

Comment by stjeanluc

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  1. stjeanluc

    Peter – Looking at May expiration, you have a 90% chance that RUT will be above 1043 and and 90% chance below 1245 given the current volatility. Given your current strikes, it seems that there a bit more danger to the upside but we also seem to have overhead resistance around 1210 which is not taken into account by the statistical analysis. 

    For SPX, you are looking at 90% chance of being above 1761 and 90% chance below 1978. So once again, more risk on the upside, but given the overhead resistance, not a huge risk overall although who knows in this market!



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