Is the Goldilocks Market Dead?

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

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1 Comment

  • Jovi Pedro

    June 18, 2021

    Don,
    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