Premium Sellers Start Your Engines

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

Spread the love

Comments are closed.