0.00Open1.66Pre Close0 Volume35.12K Open Interest22.00Strike Price0.00Turnover86.75%IV42.96%PremiumNov 20, 2024Expiry Date0.00Intrinsic Value100Multiplier113DDays to Expiry1.66Extrinsic Value100Contract SizeEuropeanOptions Type0.3770Delta0.0474Gamma10.09Leverage Ratio-0.0140Theta0.0143Rho3.80Eff Leverage0.0351Vega
CBOE Volatility S&P 500 Index Stock Discussion
$USD(USDindex.FX)$ $U.S. 10-Year Treasury Notes Yield(US10Y.BD)$ $S&P 500 Index(.SPX.US)$ $CBOE Volatility S&P 500 Index(.VIX.US)$ $ProShares UltraPro Short QQQ ETF(SQQQ.US)$ $Bank of America(BAC.US)$
$S&P 500 Index(.SPX.US)$ $CBOE Volatility S&P 500 Index(.VIX.US)$ $Dow Jones Industrial Average(.DJI.US)$ $Nasdaq Composite Index(.IXIC.US)$ $ProShares UltraPro Short QQQ ETF(SQQQ.US)$ $ProShares UltraPro QQQ ETF(TQQQ.US)$
$S&P 500 Index(.SPX.US)$ $CBOE Volatility S&P 500 Index(.VIX.US)$ $Nasdaq Composite Index(.IXIC.US)$ $Dow Jones Industrial Average(.DJI.US)$ $ProShares UltraPro Short QQQ ETF(SQQQ.US)$ $ProShares UltraPro QQQ ETF(TQQQ.US)$
In a recent paper, "Dr. Doom" Roubini argues that the aggressive issuance of U.S. Treasury bonds over the past year has created a long-term coupon debt gap exceeding $800 billion, effectively equating to a 100 basis point rate cut, offsetting last year's rate hikes.
Wall Street's major banks generally hold an...
$S&P 500 Index(.SPX.US)$ $CBOE Volatility S&P 500 Index(.VIX.US)$ $Nasdaq Composite Index(.IXIC.US)$ $Dow Jones Industrial Average(.DJI.US)$ $ProShares UltraPro Short QQQ ETF(SQQQ.US)$ $ProShares UltraPro QQQ ETF(TQQQ.US)$
$S&P 500 Index(.SPX.US)$ $CBOE Volatility S&P 500 Index(.VIX.US)$ $Nasdaq Composite Index(.IXIC.US)$ $Dow Jones Industrial Average(.DJI.US)$ $ProShares UltraPro Short QQQ ETF(SQQQ.US)$ $ProShares UltraPro QQQ ETF(TQQQ.US)$
June Core PCE Price Index(MoM): 0.2%, [Est. 0.2%, Prev. 0.1%]
June PCE Prices Index(YoY): 2.5%, [Est. 2.5%, Prev. 2.6%]
June PCE Prices Index(MoM): 0.1%, [Est. 0.1%, Prev. 0.0%]
The Fed's preferred inflation measure, core PCE, reached its lowest level in over three years, with overall inflation at a five-month low.
June personal income ...
But that said, the S&P 500 and Nasdaq still declined last.
With 4 more "Magnificent 7" tech companies reporting this week, things will only get even more volatile.
$Bank of America(BAC.US)$ $Coca-Cola(KO.US)$ $Arm Holdings(ARM.US)$ $Johnson & Johnson(JNJ.US)$ $McDonald's(MCD.US)$ $Starbucks(SBUX.US)$ $Morgan Stanley(MS.US)$ $Intel(INTC.US)$ $Disney(DIS.US)$ $SPDR Gold ETF(GLD.US)$ $CBOE Volatility S&P 500 Index(.VIX.US)$ $USD(USDindex.FX)$ $iShares 20+ Year Treasury Bond ETF(TLT.US)$
The heatmap pretty much shows the bloodbath happened for the past few days
To begin the Vix (volatility / fear gauge) index also shows a massive surge within these few days, hitting the 18 mark.
The last time it was this high was in Apr 19th 2024 where it hit peak of 19.23
Very obvious the ...
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