Are Markets Stalling a Sign of Risks to Come?

Realized Volatility is DEAD

–SPY vs QQQ
–implied vol 50% higher in the QQQ
–bizarre when Bonds move more than indices

Volume is DEAD
–SPUZ think is x-mas break!
–gamma risk continues to mount
–bonds volumes still rockin’ means this…
–retail trade is down and out

SPX Expected Move
–last week EM– 48.34
–next week– 49.97 expected move

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