Market Update--
--FED triggers market vol
--Financials Crushed
--Dollar Bid is likely a fear trade, metals suffer
--Bond Bid causes confusion- reflation trade dead
--Correlation consistent?
Volatility Shock?
--VIX reacts mildly
--Vol futures not inverted
--VVIX
--prolonged vol
SKEW Flyin'
--highest recorded SKEW
--OTM index puts
--Xmas tree/ratio skew trades in play
SPX Expected Move
--last week-- 59.33 (expected move)
--next week-- 90.48
1 Comment
Jovi Pedro
June 18, 2021Don,
Again as I've mentioned in previous videos, your amazing and the information details you yourself project is so enlightening and very much valued. Thanks again for all you do.
Peace,
Jovi