TL;DR: Friday June 26 is Russell Reconstitution day. Passive funds must buy newly added stocks at the close. INFQ and ONDS are both confirmed Russell 2000 adds. I loaded deep ITM July $10 calls on INFQ near parity (almost zero IV crush risk) and cheap ONDS July $12 calls as a lottery ticket. Screenshots of fills below. The Setup On reconstitution day, Vanguard/BlackRock/etc. dump massive Market-on-Close (MOC) orders at 4:00 PM EST to match the index perfectly. That buying prints in one
CryptoAlerta — análise de criptomoedas e mercado em tempo real