Keith bought 5 million shares, and 12 million shares in short dated calls. He broadcasts his position only 3 weeks prior to option expiration, showing a level of conviction that would convince almost anyone something is happening, and to potentially buy in with him. One week prior to expiration, he dumps the calls, AND buys the shares within a 2 day trading period. Removing those shares off the market makes GME even less liquid during this period of negative rebate short lending. If these options reach market makers who hadn't sold a naked call, the Open Interest remains high, if they reach a market maker who wrote it, the Open Interest drops. Based on the data, only a 3rd of his options actually closed out. The remaining institutional bagholders now NEED the stock over $27 to break even - but this forces deliverable EVERY SINGLE SHARE of anyone who copied his trade also. So now, to hedge this loss, institutional traders will have to accept massive losses, OR, reduce losses by passing the puck to someone else by purchasing ANOTHER call... see where this is going? Market makers are going to be forced into buying calls to cover calls from other market makers. This will shoot the stock over $128, putting every single option in the entire chain in the money. This play is a millionaire maker. It's laid out before us, by absolute genius planning.
$GME