lawl, i can see that all 225 open int at the 290 strike must be you. Why did you do the spread with deep ITM puts instead of OTM puts? Selling a put credit spread means you are bullish NVDA, but the whole point of selling credit spreads is to sell extrinsic value on the spread. Which ITM options have basically none of. The 290/320 selling a credit spread for $0.01 is not sniping thats getting yourself robbed and you did it 225 times?!?! You should've just sold the 100/70 NVDA Put credit spread, which is like almost a 50% drop and you would've gotten $0.11 per spread which at least beats the commission you have to pay for handling options. Also since it would be OTM you would've had no chance of assignment and made 11x more money for the same amount of risk.

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Rate cut was priced int. So was a december rate cut. December rate cut was strongly put in question. Now it´s getting partially priced out.

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Should’ve fill ported int SNDK calls this morning. Curse me and my small balls

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