European open, Tuesday Sep 29.
Inverted curve and negative gamma dealers on the Euro Stoxx 50. Near term stress is priced in.
Dealers are long gamma on the S&P Europe 350, so swings should stay contained.
@crossvol.bsky.social
@crossvol.bsky.socialEuropean open, Tuesday Sep 29.
Inverted curve and negative gamma dealers on the Euro Stoxx 50. Near term stress is priced in.
Dealers are long gamma on the S&P Europe 350, so swings should stay contained.
@cryptofox.newsMarket pullback detected! 📉 Put options volume is 1/3, and implied volatility (IV) has dipped to 35%. This looks like a mid-bear market rebound with low volatility expectations. Markets are selling volatility even on small moves. #OptionsTrading #MarketAnalysis #Volatility
@crossvol.bsky.socialAsia Pacific vol radar for Tuesday Sep 29.
Hong Kong's Hang Seng sits between vol regimes with no clear signal yet.
Long dealer gamma on Malaysia's KLCI keeps the tape in a range for now.
@toppnews.bsky.social#affordability #energy #energy security #India #oil #resilience #security #sustainability #volatility
🌐 www.newsmart.ch
@toppnews.bsky.social#Asia #geopolitical tensions #investor #price volatility #volatility #West Asia
🌐 www.newsmart.ch
@globaladvisors.bsky.social#Term: #BollingerBands – #TechnicalAnalysis - https://with.ga/y8r0s
"Bollinger Bands are a technical analysis tool used to measure market #Volatility and identify potential #Overbought or #Oversold conditions by plotting three lines on a price chart: a 20-day simple #MovingAverage...
@marcwilson1000.bsky.social#Term: #BollingerBands – #TechnicalAnalysis - https://with.ga/y8r0s
"Bollinger Bands are a technical analysis tool used to measure market #Volatility and identify potential #Overbought or #Oversold conditions by plotting three lines on a price chart: a 20-day simple #MovingAverage...
@crossvol.bsky.socialEU vol radar for Monday Sep 28.
Dealers are short gamma on Italy's FTSE MIB with vol at lows. Thin cushion, fragile setup.
Implied vol on the MSCI EMU is at the floor and gamma is negative. Quiet surface, fragile underneath.
@crossvol.bsky.socialAsia open, Monday Sep 28.
Dealers are short gamma on Japan's Nikkei and the curve is in backwardation. That is a stress signal.
Vol is crushed on Australia's ASX 200 and dealers are short gamma. The market is not pricing anything yet.
@ast-podcast.bsky.socialThe negativity spiral explained
From $133 to $50 and back. Why high-beta stock investors flip from euphoric to furious overnight.
#AST #stockmarket #volatility #investing
Catch the full episode on Spotify - https://open.spotify.com/show/5u6rTxenTvGw4STNbjswAk?si=8LcaG1TAQfumiwZhRoAUOA
@talkmarkets.bsky.social#Bond #Volatility Is Exploding. #Stock Volatility Isn't. That's The Problem
@ssrn.bsky.socialNew research finds that the expansion of 0DTE SPX options reduced the cost of equity tail protection, with investors increasingly concentrating put purchases in contracts expiring within 0-2 days. spkl.io/633237TgL3 #Options #Volatility
![Figure 2: Quarterly event study of the SPX cross-tenor skew differential
around the May 2022 0DTE expansion
This figure contains a quarterly event study of the SPX cross-tenor skew differential
around the May 2022 0DTE expansion. The dependent variable is sk30,t − sk365,t, the difference between the 30-day and 365-day put-vs-ATM skew on date t, in percentage points. Each point is the mean across trading days in calendar quarter q ∈ [−6,8], spanning Q4 2020 through Q2 2024. Coefficients are normalized to the average of all six pre-treatment quarters q ∈ [−6,−1]. The calendar quarter q = 0 (Q2 2022) is split into q-pre (April 1 to May 15, 2022) and q-post (May 16 to June 30, 2022) to separate pre and post-treatment observations within the contaminated calendar quarter. The vertical dashed line marks the May 16, 2022 event date. Whiskers are 95% confidence intervals from Newey-West HAC standard errors at 63 trading days (1 quarter) of lags](https://cdn.bsky.app/img/feed_fullsize/plain/did:plc:2peq6vdr5mx2qrvf6ff5jqg2/bafkreif63esarrbmrhng4abu6alckyffkdxii3uiz4wwi56niv2rdm2qii@jpeg)
@6iccom.bsky.socialAs the U.S. Treasury market faces a massive surge in volatility, Bitcoin and Wall Street remain unexpectedly calm, signaling a decoupling of traditional risk-asset correlations.
#crypto #Bitcoin #Volatility
@acemaxx.bsky.socialAs a result, #volatility in the equity market has not matched the volatility in the bond market.
@newisty.comBond volatility hits March high while bitcoin and stocks stay calm
#bitcoin #markets #volatility
@newisty.comBond volatility hits March high while bitcoin and stocks stay calm
#bitcoin #markets #volatility
@brightrally.bsky.social