On significant OpEx days like today, the NanoBrink ZeusBolt algorithm helps strike at the extremes, capturing points where there are outliers in the #market #data, exploiting the most attractive ranges. Imbalances are playing out well today and options data (see image) has special importance in these sessions. I’ve taken profit on the 3-contract #Nasdaq #futures short from just before the cash open shown in the image, and I’m now in a long position, again striking at the extremes. The machine is trailing a tentative exit, but for this trade I’m seeking a little higher levels before ending today’s main work. So far, the market is indicating it might allow for a final bracket to be placed in the range preceding an extreme limit, if we get an important push, but it’s too early to tell. For now I’m focused on the move at hand. Let’s keep things boring.

Disclosure: I have mentioned my true positions in this post in their entirety and in no way is any of the content in this post financial advice. All charts and views are my own. NanoBrink

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