At Tuesday's New York close, options on the US listed China large cap ETF, the FTSE China 50 proxy, priced 6.8 vol points over 20 day realized. That is 24.7% implied vol on 17.9% realized, so options price bigger moves than the ETF delivered.

#volatility #derivatives #quant

S&P 500 futures at 7881.00 have run 54.75 points, 0.85 of a 64.15 point priced day. The 7807.04 gamma flip sits 1.15 of that day below, and above it dealer hedging tends to absorb moves. $ES_F carries that cushion into the FOMC minutes on Wednesday Oct 7.

#futures #stockmarket #volatility

Today's large $GBPUSD option prints are all puts, struck 64, 99 and 114 pips below the 1.3264 spot. Each is at least 132M notional. The 1.3165 expires first on Oct 8 2026, then the 1.3200 on Oct 9 2026 and the 1.3150 on Oct 20 2026. On a dip, 1.3200 comes first.

#forex #fx #volatility

Bond #volatility elevated versus #equities - chart #MorganStanley

While intraday implied #volatility has risen, the 6-week stretch has not reached the extremes that catalyzed the 2022 equity bear market, chart #MorganStanley

$NQ_F at 31365.25 is up 47.5 points since the prior close, 88.68 above the 31276.57 gamma flip. That cushion is 0.23 of the 382.66 point day options price. Above the flip dealer hedging dampens moves, below it adds to them. FOMC minutes land Wednesday Oct 7.

#futures #stockmarket #volatility

What does –1.52 tell us?
25-delta EUR call implied #volatility = 9.0%
25-delta EUR put implied volatility = 10.52%
Then: 9.0−10.52=−1.529.0 - 10.52 = -1.52

Volatility is the price of admission to long-term wealth. Pay it willingly or watch from the sidelines. $SPY #Investing #Volatility #LongTerm

https://www.beatingthetide.com/p/weekly-12-lets-be-sharks

🚨 #SEC Approves 3x $BTC & $ETH ETFs

The SEC approved the first U.S. 3x leveraged Bitcoin and Ethereum #ETFs, tracking regulated futures contracts. Trading will begin once #Volatility Shares’ registration statements become effective.

🔗 Know more: coingape.com/sec-approves...

#conflict #tariff #volatility
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#asset #fund #investor #tracking #volatility
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$SPY 768.29 before the Oct 5 open, above its 766.6 gamma flip. The put wall at 675 and the call wall at 802 frame the range. Options price 1.35% either way through Oct 12. $QQQ 747.61, above its 742.6 flip. $VIX 16.29.

#optionstrading #stocks #volatility

$USDCAD sits at 1.4245 as leveraged funds log their biggest one week change in Canadian dollar positioning in 29 weeks. Their net short grew 22,783 futures contracts from 46,861 to 69,644. That is the same bet as long the pair, as of Tuesday Sep 29.

#forex #fx #volatility

Spot at 1.3211 has 61 pips of room above a stack of $GBPUSD puts. Of 8 prints clearing 100M notional, 4 were published at the size ceiling. Two of those sit at the 1.3150 strike, each at least 189M notional, expiring Oct 5 2026. The 1.3100 strike runs to Nov 9 2026.

#forex #fx #volatility

Three of the biggest $EURUSD option prints today are puts struck 18, 78 and 138 pips under 1.1238 spot. The 1.1160 and 1.1100 strikes printed in the same second, at least 328M and 326M to Dec 8 2026. Nearest to spot is 1.1220, at least 329M expiring Nov 20 2026.

#forex #fx #volatility

$SPY 767.67 into the Oct 2 open sits right on its 768.3 gamma flip, where dealer hedging changes sides. Walls sit at 730 on the downside and 785 on the upside. Options price 1.47% either way through Oct 9. $QQQ 747.91, above its 745.3 flip. $VIX 15.96.

#optionstrading #stocks #volatility

#Bucharest #coalition #commission #Congress #energy #energy prices #EU #Europe #HomeOfTheFree 🇪🇺 #housing #hybrid threat #prices #Russia #Mordor 💀 ☭★ #Spain #threats #volatility #vote
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