Markets Stagnate, volatility subsides
a) good week to be positive theta
b) volatility contracts to near lowest point since onset of covid
c) vol of vol on the rise - VVIX
Inverted Skew Becomes the Norm in Equities
-- AMZN, TSLA
-- debit call spreads helped by skew - NVDA
-- put spreads trade LOW relative to call spreads in index products
Bond Selling Continues... is this the breaking point?
--rise in rates to dramatic?
--Financials hold the key
SPX Expected Move
--last week-- 63.34 (expected move)
--next week-- 57.45 (4 day trading week)
Recent Comments