2 Oct 2023
Investors complacency in one chart
VIX has spent 92 sessions below 20, the longest streak since Covid, yet low implied vol regimes can last significantly longer. Source: Goldman Sachs
22 Sep 2023
VIX seasonality perfection???
Source: Equityclock.com, TME
15 Sep 2023
The $VIX ended the day at 12.82, its lowest close since January 2020
Source: Charlie Bilello
29 Aug 2023
CBOE Volatility Index $VIX has closed under 19 for 64 consecutive trading days, the longest streak since early 2020
Source: Barchart
24 Aug 2023
Stock market (sp500) volatility in 2023 has tracked alongside historical seasonality. A continuation of that trend would imply a spike in volatility is coming...
Source: Liz Young, SoFi, Bloomberg
18 Aug 2023
Options specialists seem to indicate that $SPX 4350 is the new put wall to watch
Markets & Mayhem shows that we are deep in negative gamma territory, with dealers estimated to be short about $58.41B of gamma exposure This often leads to an increase in volatility as it is more likely that dips are sold and rips are bought.
8 Aug 2023
VIX seasonality suggest some volatile months ahead for stocks
Vix Seasonality
31 Jul 2023
The $VIX ended the day at 13.33, its lowest weekly close since January 2020
Source: Charlie Bilello
