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Asia-Pac vol pulse · Monday Sep 21

$ASX / ASX 200: long gamma, healthy curve. The kind of tape where vol sellers collect.
$TSE / Nikkei: short gamma regime with backwardation. Front-month tension visible.

#volatility #derivatives #quant

CrossVol Pre-Open Levels · Sep 18

$SPY 762 | flip 761 | walls 515/775
$QQQ 719.38 | flip 719.9
$VIX 16.07

Regime: NORMAL · IM ±1.32%
Short Gamma | Moves Amplified

#optionstrading #stocks #volatility

European open · Friday Sep 18

$Borsa Italiana / FTSE MIB: dealers short the near leg, backwardation widening. Stress signal.
$BME / IBEX 35: short gamma regime with backwardation. Front-month tension visible.

#volatility #derivatives #quant

#diversification #energy #energy supply #fuel #geopolitical tensions #government #Import #Middle East #monitoring #oil #oil price #Oil prices #price volatility #prices #refining #tax #volatility #Yun
🌐 www.newsmart.ch

Asia-Pac vol pulse · Friday Sep 18

$NSE / Nifty 50: front vol bid, backwardation showing. Dealer hedging drives the near leg.
$SSE / Shanghai Composite: gamma negative, curve inverted. Dealers are not cushioning here.

#volatility #derivatives #quant

#fuel #logistics #Middle East #oil #oil price #price volatility #tax #volatility #Yun
🌐 www.newsmart.ch

CrossVol Pre-Open Levels · Sep 17

$SPY 760.06 | flip 758.7 | walls 620/790
$QQQ 712.10 | flip 709.2
$VIX 18.08

Regime: NORMAL · IM ±1.74%
Short Gamma | Moves Amplified

#optionstrading #stocks #volatility

Europe vol pulse · Thursday Sep 17

$Xetra / DAX: dealers short the near leg, backwardation widening. Stress signal.
$Euronext Paris / CAC 40: short gamma regime with backwardation. Front-month tension visible.

#volatility #derivatives #quant

#China #Federal Reserve #Hong Kong #stock #volatility
🌐 www.newsmart.ch

Asia session read · Thursday Sep 17

$KRX / KOSPI: short gamma regime with backwardation. Front-month tension visible.
$MSCI China: dealers short the near leg, backwardation widening. Stress signal.

#volatility #derivatives #quant

#FoodPrices: Recent shortages & price #volatility have exposed vulnerabilities in agri-food #supplychains. Most countries trade with many partners in principle, but rely on only a few, esp. for #grains & oilseeds. More balanced & diversified #imports are linked to lower… doi.org/10.1093/erae... +

CrossVol Pre-Open Levels · Sep 16

$SPY 758.62 | flip 765.7 | walls 620/790
$QQQ 707 | flip 714.7
$VIX 18.08

Regime: NORMAL · IM ±1.65%
Short Gamma | Moves Amplified

#optionstrading #stocks #volatility

European open · Wednesday Sep 16

$Eurex / Euro Stoxx: gamma negative, curve inverted. Dealers are not cushioning here.
$S&P Europe 350: dealers short the near leg, backwardation widening. Stress signal.

#volatility #derivatives #quant