Overnight price action in SPX futures had its tightest range of the week, and most Asian and European equity indices moved less than 1%. Asian Indices Mostly Lower, Japan Again Weakest – No major economic data …
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Overnight price action in SPX futures similar to the last few days. After no progress was made on the government shutdown after talks between the President and Congressional leaders, futures leaked lower, though off their …
Continue readingAfter yesterday’s global rally, the second day of October has brought out the sellers. Asian markets almost all opened green, but SPX futures started moving lower shortly after midnight EDT, and were hit particularly hard …
Continue readingThe VIX has been all over the place today as the market opened higher, sold off hard on the combination of technical resistance combined with Syria/Russia headlines only to quickly find buyers and be back …
Continue readingVIX spot is up to 16.50 today, its highest level since July 3rd. Even though the SPX index is down 75 points from its August 2nd high, the VIX is still at 16.50. It’s quite …
Continue readingThe SPX index is up about 0.3% this week, after last week’s 2% loss, and VIX futures are broadly lower as a result. Here is last week’s snapshot: Compare that to today’s snapshot: Each futures …
Continue readingVIX spot is now up for 2 weeks in a row, as the market had its biggest selloff since June this week. Though we’re in the middle of August, volatility is picking up after we …
Continue readingVIX spot (and VIX futures) were down for 6 straight weeks from the week ending June 21st until this week. But the VIX rallied this week as the market is down a bit more than …
Continue readingThe SPX index had traded in basically a 25 point range for the second half of July, and realized volatility grinded to a halt. Yesterday’s breakout has changed that picture: VIX Futures have also made …
Continue readingVIX spot is basically unchanged compared to last week, but VIX futures continued lower. Last week’s weekly range in the SPX was between 1672 and 1693, and this week’s range was between 1676 and 1699. …
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