Clearly the trend has been higher in the last four months as June 30-yr bonds futures have climbed 8 handles.
Flight out of Safe Haven
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VIX Normalizes…for Now
Yesterday, the VIX and the VIX curve normalized accross the board.
Ever Consider a Bear Put Spread?
The market has been on quite a run lower lately since the S&P 500 hit its all-time high earlier this month.
Expect a Little Follow Through
Yesterday was a serious test: was the market going to completely give it away, or was what we saw today the bottom.
Volatility Trading Digest – Cyclical Rotation Review
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Trading Digest – Goose & the Golden Eggs
Those who have plenty want more and lose all they have.
FX Play in the Cable
The recent ascent in the British Pound has lifted futures near 1.6800 in June challenging the highs from mid-February.
As Vol Drops VXN-VIX Spread Holds
As vol rallied earlier this week, it was noted by a few people that the spread between SPX vol, the VIX and NDX vol, the VXN is at its widest point in years.
U.S. Market Risk Dashboard Update ? No Warning Signs, Yet
Given the fierce market selloff in recent sessions, I thought it would be helpful to check on our favored set of risk indicators for the U.S. market.
Option Block 328: Earnings Season Is Back
Uncle Mike discusses selling puts in a down market. Plus, earnings!
Quien Es Mas Macho? NFLX or EEM
So the Friday rout in volatility did not materialize.
Volatility Trading Digest – Volatility Kings 1Q Update
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.