Friday, August 13, 2021

Are Markets Stalling a Sign of Risks to Come?

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Welcome to the Weekend edition of the Free TheoTrade Report.
 
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Free TheoNight Report - Weekend Edition for Friday, August 13, 2021 by Don Kaufman - Are Markets Stalling a Sign of Risks to Come?

 

Realized Volatility is DEAD

--SPY vs QQQ

--implied vol 50% higher in the QQQ

--bizarre when Bonds move more than indices

 

Volume is DEAD

--SPUZ think is x-mas break!

--gamma risk continues to mount

--bonds volumes still rockin' means this...

--retail trade is down and out

 

SPX Expected Move

--last week EM-- 48.34

 

--next week-- 49.97 expected move

 

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