Big Tech Overdue for a Big Fall?
Big tech stocks that have led the market higher have stalled. Implied volatility remains higher than historical volatility in the tech heavy NASDAQ. Here's why you should keep an eye on the weekly expected move in the SPX tomorrow…
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--…
Finally Time to Fade the Market?
The market can't seem to keep a rally going. Is it time to fade or wait for another move higher?
Game Changing Rally?
—Fed ignites rippin rally on dovish tone—Bonds played little role in the rally—SPX ends week dead-on upper EM—Russel decides Jerome Powell is a Demigod Volatility abnormalities--—1 year implied volatility screams risk—short term imp vol crushed— realized vol still dead—skew sky high Trade Opportunities--—premium selling continues to dominate—volatility crush opens up vix trades—Chinese markets SPX Expected…
Are the Markets Paralyzed with Fed Induced Fear?
Trading volume remains lows as market participants wait for the Jackson Hole meeting. The SPX is very close to the upper end of the weekly expected move. With Jerome Powell's talk Friday morning the market is at risk of exploding over the expected move or backing off…
Will Fragile Markets Fold Under FED Taper Talk?
Market Breakdown----All time high to breakdown and back--Intraday Ranges/Realized vol explodes--Bonds on the back burner--Call volume explodes as retail fights back--Oil indicative of the economy to come?--Dollar on the verge of breakout--China Big Price Action----financials--energy--tech holding it together--MSFT, NVDA -- gamma gone wild FED----loud and clear, we have taper talk--Jackson Hole SPX weekly EM vs…
Will Taper Talk Bring Heavy Volatility?
The Fed spoke and the market listened. The Fed starting taper talks has given the market jitters. Volatility has picked up. Here's what to look for next…
Are Markets Stalling a Sign of Risks to Come?
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
When Will this Indecision in Markets End?
The ball of risk at these levels continue to get tighter and tighter. Here are the key stocks and sectors to watch to find out when this market indecision will end…
Will Bonds Redefine Equity and Index Markets?
—the range that defines the SP500---back to all-time highs?—allocation issues—Employment Situation—Bonds tank—Financials explode on higher rates—CPI is coming --Back to Bond Dynamics Financials Running Amok!—Goldman Sacks—Discover Card Financial—Morgan Stanley SPX Expected Move--last week EM-- 65.00--next week-- 48.34 expected move