Will September Live Up to the Volatility Hype?

--Holiday trade drives SP500 into a low vol slopfest
--NFP takes a nose dive, weak Chinese data
--Financials tank, tech rips
--Bonds are back in play

September Volatility Spike?
--VIX, VVIX
--9 day VIX vs 3 month VIX
--contango is massive
--volatility depth chart
--SKEW has been relentless
--exogenous shock needed to kick off Sep vol fest

SPX Expected Move--
--last week EM-- 57.49
--next week--  50.13  expected move

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