The “Simple Fade” Play - Bet that a key level holds in a Positive Gamma environment.

Overview

Attribute Value
Environment Positive Gamma (Drift)
Market Dynamic Slow Grind Directional
Volatility High VIX (>15)
Primary Goal Fade the Move - Bet that resistance/support holds
Profit Target 50% of Credit
Max Loss Width of Spread minus Credit

Structure

Bearish (Call Credit Spread)

  • Sell OTM Call at the Call Wall
  • Buy Further OTM Call (5-10 points higher)

Bullish (Put Credit Spread)

  • Sell OTM Put at the Put Wall
  • Buy Further OTM Put (5-10 points lower)

Entry Criteria

  • Positive Gamma environment confirmed
  • Clear directional bias (fading a move)
  • Sell strike at a key level (Call Wall or Put Wall)
  • Confident the level will hold

Exit Rules

Profit Target

  • Close at 50% of credit received

Stop Loss

  • 2x to 3x Credit Received

Management

This is a simple, defined-risk trade. No adjustments.