Realized Volatility is DEAD
--SPY vs QQQ
--implied vol 50% higher in the QQQ
--bizarre when Bonds move more than indices
Volume is DEAD
--SPUZ think is x-mas break!
--gamma risk continues to mount
--bonds volumes still rockin' means this...
--retail trade is down and out
SPX Expected Move
--last week EM-- 48.34
--next week-- 49.97 expected move