SPX could remain in "High Volatility Mode"

12 thg 8, 2019

Based on an analysis of the open interest in the S&P500 (SPX) you find that under 2935 dealers are short gamma and will therefore be adding fuel to both rallies and selloffs (aka volatility). This may make it a more challenging environment to short options. Options expiration this week (Friday, 8/16) compounds volatility.

12 thg 8, 2019

Ghi chú

2900 held for a while then volatility kicked in. VIX +15% on the day.

13 thg 8, 2019

Ghi chú

SPX SPY there is larger call open interest in September - might indicate much has been rolled. Still lots of Put OI in August. if when that's rolled could be bull fuel. just need spark.

13 thg 8, 2019

Ghi chú

what a rip - right to 2935

13 thg 8, 2019

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