Our Vol Dashboard does just that: Spot, Vol, Carry, Skew… you name it!

All under the same roof for your convenience + same studies for #commodities, #fx, #bonds, #sectors

So what are we seeing this week?☟

#SPOT – US CPI the next big move but nervousness creeping back into markets as short-dated protection in demand

#VOL – Very robust bid back for implied vols in the US and EU as higher terminal rates have upset the applecart – Expectations for a hot CPI (or risk of) have risen along with short-dated implied vols, especially 1-week expiry

#CARRY – The spike in SPX weekly vol has even the index back into positive carry. The pop in European vols has managed to keep them in positive carry as realized has bounced off mid-single digits

#SKEW – Better bid for skew across indices and downside protection lifted. Rumors of Carl Icahn spending 10s of millions on 17Feb 4050 SPX puts had Fintwit buzzing and short-dated skew repriced higher.

IMPORTANT – these skew levels are not being backed up by the realised skew we have seen lately.

Should we get an inline #CPI print, the skew is likely to mean revert pretty quickly.

#PutSpreads look better than outright #Puts here.

Did this help you?

Let me know in the replies!

BONUS – Don’t forget that right now you can get a free month of our market research and daily trade ideas!

Just use the code RV2023 at checkout.

Sign Up For Your Options Trading Webinar With Imran