Market Update–
–Sector Expected Moves
–Trade Stagnates but Risk Amplifies -OCC report
–Bond impl vol vs Historical Vol
It’s Good to be Positive Theta–
–premium continues to burn
–volatility crush
–allocation we have a stagnation issue!
SKEW at HIGHS!
–premium sellers start your engines!
–index puts trading for MASS premium
SPX Expected Move
–last week– 76.25 (expected move)
–next week– 50.73
