Bond volatility hits March high while bitcoin and stocks stay calm

https://newisty.com/blog/bond-volatility-hits-march-high-while-bitcoin-and-stocks-stay-calm?utm_source=social&utm_campaign=crypto_news

#bitcoin #markets #volatility

EU vol radar for Friday Sep 25.

Vol is crushed on Germany's DAX and dealers are short gamma. The market is not pricing anything yet.
Implied vol on France's CAC 40 is at the floor and gamma is negative. Quiet surface, fragile underneath.

#volatility #derivatives #quant

#AI #disruption #geopolitical tensions #Indian #tariff #tariffs #volatility
🌐 www.newsmart.ch

Asia Pacific vol radar for Friday Sep 25.

Dealers are short gamma on the FTSE China 50 with vol at lows. Thin cushion, fragile setup.
Dealers are long gamma on India's Nifty 50, so swings should stay contained.

#volatility #derivatives #quant

Рыночная волатильность — это не только рост, но и ловушки FOMO. Вместо того чтобы гнаться за ценой на пике, фокусируйтесь на дисциплине: используйте стоп-лоссы, управляйте текущими позициями вместо новых входов и ждите фазы охлаждения. #Bitcoin #Trading #Crypto #Volatility #RiskManagement

Levels to know before the open, Sep 24.

$SPY 763.01, gamma flip at 766, put wall 745 and call wall 785.
$QQQ 733.17, flip at 737.4.
$VIX at 14.29.

Vol regime normal, SPY implied move 1.60% either way. Dealers are short gamma on SPY, so moves can get amplified.

#optionstrading #stocks #volatility

EU vol radar for Thursday Sep 24.

Implied vol on Sweden's OMX sits near the floor. The market is not pricing much yet.
FTSE Europe sits between vol regimes with no clear signal yet.

#volatility #derivatives #quant

#investor #oil #oil price #Oil prices #price volatility #prices #volatility
🌐 www.newsmart.ch

Asia desk view, Thursday Sep 24.

The dealer cushion is in place on Korea's KOSPI and the vol term structure is healthy. Orderly carry.
Long dealer gamma on MSCI China keeps the tape in a range for now.

#volatility #derivatives #quant

The 10 year sold off 3.39 sigma, stocks and bonds fell together, and the $VIX rose just 0.75. Low implied correlation is holding index vol down, and that is the risk.

https://newsletter.crossvolresearch.com/p/the-vix-is-too-calm-for-a-34-sigma

#volatility #options #derivatives

CrossVol Pre-Open Levels · Sep 23

$SPY 773.92 | flip 771 | walls 745/785
$QQQ 747.13 | flip 736.2
$VIX 14.92

Regime: NORMAL · IM ±1.15%
Long Gamma | Moves Compressed

#optionstrading #stocks #volatility

Europe vol pulse · Wednesday Sep 23

$Euronext Amsterdam / AEX: vol crushed, dealers short gamma. Market not pricing anything yet.
$SIX / SMI: implied vol at the floor, gamma negative. Quiet surface, fragile underneath.

#volatility #derivatives #quant

Asia open · Wednesday Sep 23

$TWSE / TAIEX: negative gamma, vol compressed. Dealer cushion is thin.
$SGX / STI: long gamma regime, contango. Dealers dampen the swings.

#volatility #derivatives #quant

CrossVol Pre-Open Levels · Sep 22

$SPY 774.11 | flip 767.1 | walls 745/790
$QQQ 742.68 | flip 729
$VIX 14.92

Regime: NORMAL · IM ±1.21%
Long Gamma | Moves Compressed

#optionstrading #stocks #volatility

Asia-Pac vol radar · Tuesday Sep 22

$Bursa Malaysia / KLCI: gamma short, vol flatlined. The calm before something reprices.
$HKEX / Hang Seng: dealer cushion in place, vol term structure healthy. Orderly carry.

#volatility #derivatives #quant

Perpetual Futures Tied to Bitcoin Volatility Index Launch on Hyperliquid

https://newisty.com/blog/perpetual-futures-tied-to-bitcoin-volatility-index-launch-on-hyperliquid?utm_source=social&utm_campaign=crypto_news

#bitcoin #hyperliquid #volatility

CrossVol Pre-Open Levels · Sep 21

$SPY 766.59 | flip 765.9 | walls 755/770
$QQQ 728.23 | flip 725.5
$VIX 15.35

Regime: NORMAL · IM ±1.23%
Long Gamma | Moves Compressed

#optionstrading #stocks #volatility

BlackRock's Jay Jacobs says bitcoin volatility has compressed from around 80 to 35-40 as institutions use IBIT for collateral, loans and options strategies.

#Bitcoin #Blackrock #Etf #Ibit #Institutional #Options #Volatility