On Monday Kane will show you a new discovery
| | | | | | | | | | | | This formula was designed to help the rich and powerful on Wall Street assign a “fair value” to option prices.
The breakthrough gave Wall Street the ability to price an option based on what its value was likely to be in the future… handing them a distinct advantage over folks like you and me.
In fact, the impact was so profound that the Chicago Board Options Exchange adopted it in 1975… helping cement its status as the world’s leading options exchange.
It’s no surprise that Black and Scholes later received the Nobel Prize in Economics.
But the real twist came when a loophole in that same formula quietly turned into a goldmine for those who understood it.
A loophole I’ve come to call Sigma.
This flaw reveals where stocks may be headed next…
Giving you a window to position ahead of what could be major moves and target multi-digit returns.
When Kane Shieh walked me through the details…
I knew I had to make sure you were in on the secret.
Because he’s going live this Monday at 1 pm to break it all down.
You’ll see how:
| | • | | Sigma shifts often precede significant price expansions, sometimes days before the underlying stock makes its move. |
| | • | | Market makers adjust this variable based on their forward expectations, creating footprints you can systematically track. |
| | • | | Specific distortions in the formula highlight when risk is being underpriced or overpriced in real time. |
| | • | | A special way to spot the real-time value on Sigma. |
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| | | | I won’t make reckless guarantees when the market’s involved.
But this isn’t a math lecture… we’re talking about a rare opportunity to see a structural edge hiding in plain sight.
And on Monday, you’ll be among the few getting an inside look.
Tap this link to save your spot today.
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This formula was designed to help the rich and powerful on Wall Street assign a “fair value” to option prices.
The breakthrough gave Wall Street the ability to price an option based on what its value was likely to be in the future… handing them a distinct advantage over folks like you and me.
In fact, the impact was so profound that the Chicago Board Options Exchange adopted it in 1975… helping cement its status as the world’s leading options exchange.
It’s no surprise that Black and Scholes later received the Nobel Prize in Economics.
But the real twist came when a loophole in that same formula quietly turned into a goldmine for those who understood it.
A loophole I’ve come to call Sigma.
This flaw reveals where stocks may be headed next…
Giving you a window to position ahead of what could be major moves and target multi-digit returns.
When Kane Shieh walked me through the details…
I knew I had to make sure you were in on the secret.
Because he’s going live this Monday at 1 pm to break it all down.
You’ll see how: - Sigma shifts often precede significant price expansions, sometimes days before the underlying stock makes its move.
- Market makers adjust this variable based on their forward expectations, creating footprints you can systematically track.
- Specific distortions in the formula highlight when risk is being underpriced or overpriced in real time.
- A special way to spot the real-time value on Sigma.
 I won’t make reckless guarantees when the market’s involved.
But this isn’t a math lecture… we’re talking about a rare opportunity to see a structural edge hiding in plain sight.
And on Monday, you’ll be among the few getting an inside look.
Tap this link to save your spot today. |
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