Short-term volatility expectations plummeted during Wednesday’s post-Federal Reserve meeting stock market rally. As readers are likely aware, our biggest concern regarding stocks going into September…
Tagged $VXX
Is Smart Money Holding A Record Bet On Volatility Rise?
Commercial hedgers – who are most often correctly positioned at market turns – are currently holding their largest ever net long position in VIX futures.…
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…
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…
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…
Speculators Make Record Bet On Volatility Rise
Non-Commercial Speculators are net long more VIX futures contracts than ever before. We’ve discussed on several occasions using the CFTC’s “Commitment Of Traders” report as a…
Volatility Of Volatility Flies Off The Charts
The Volatility Index of the VIX just crushed its previous record high. We’ve spent the week pointing out some of the eye-opening readings dished out…
For The VIX, It’s All About The Recovery
The faster VIX spikes are retraced, the better. (Correction made in the levels stated in the 2nd to last paragraph at 12:35 CST on 7/2/2015.)…
Bets On Volatility Rise The Highest Since 2008
There has been an odd trend of late in stock sentiment readings. Despite major averages that are near all-time highs, sentiment has dropped considerably across…
U.S. Stocks Still Spinning Their Wheels
We have spent quite a bit of ink in this blog recently covering various aspects, and potential implications of the ongoing range in the U.S.…