What does the S&P 500′s 2nd tightest 2-week trading range ever have in store for stocks? We’ve written quite a bit about the stock market’s…
Tagged $^VIX
Complacency Is Creeping Back Into The Stock Market
With stocks’ steady drift through all-time high territory, investors’ relative near-term volatility expectations have plummeted to near record lows. One of the hallmarks of the…
Stay Of Execution For The Bull?
This piece originally appeared as the June 2016 edition of the J. Lyons Fund Management, Inc. Newsletter at www.jlfmi.com. Positive developments in recent months…
Investors (Over?-)Prepared For Brexit Volatility
Short-term volatility expectations have eclipsed those of the longer-term, a nearly unprecedented situation given the recent tame market action. Recent days and weeks have seen…
An Unprecedented Jump In The VIX
While stocks have hit the skids a bit in the past few days, by comparison, volatility expectations have soared by an unprecedented amount. A few…
Is Tail Risk Really At An 18-Month Low?
The CBOE SKEW Index just closed at its lowest level since October 2014 – but is tail risk in the stock market really that low?…
What Does Record VIX Deflation Mean For Stocks?
The S&P Volatility Index recently dropped at a record pace off of its February highs; is this good news or bad news for stocks? This…
Is The Stock Rally Getting Too Complacent?
Data from the volatility market suggests that expectations in the near-term may have finally gotten a bit too complacent. For the duration of this post-February…
Options Traders Head For The Hills
Call buying of stock options has been extremely subdued relative to puts recently – typically a bullish contrarian signal; however… We are not the first…
Latest Twist In The Stock Market’s Wild 2016 Ride
The Dow Jones Industrial Average just alternated 1% moves up and down for 4 days in a row – just the 17th such stretch in…