The Volatility curve is changing, moving a bit closer to backwardation Contango Yield is not attractive at current levels of 9% Looks like market is re-pricing risk after a long period of cheap ...

The S&P 500 options market is currently reflecting heightened short-term anxiety, as seen through a rare condition known as backwardation in the implied volatility term structure. In this state, ...

The U.S. stock market is poised to be kept on edge next year as investors are caught between fear of missing out on the artificial-intelligence rally and concern that it’s a bubble just waiting to ...

Option markets have now started to price a reshaping of the volatility curve, from what was an inverted curve at a high-base level of vol, to an upward sloping curve at a much lower nominal level of ...

I suspect that if I conducted a poll of those reading this article, a majority of those reading are of the opinion that volatility will likely spike in the near future. I also suspect that some of you ...

Treasury options traders began pricing the 2-year yield risk to the downside and 10 and 30-year to the upside beginning in July With both intraday and historical options values available, traders can ...

Two years after the peak of the financial crisis the tail risk that defines such events has not been forgotten, in the equity markets at least. In the universe of equity volatility products (Vix), ...

Broadly, a flattening yield curve is the signal for buying volatility, while the short volatility trade is triggered by a steepening curve. Although the model underperformed the S&P 500’s total return ...

The US stock market is poised to be kept on edge next year as investors are caught between fear of missing out (FOMO) on the artificial-intelligence (AI) rally and concern that it’s a bubble just ...