Category: Volatility Expansion
-
VIX Implied Volatility is Settling Down
The CBOE VIX is settling down again after getting after it last year. The VIX is designed to measure the 30-day expected volatility of the U.S. stock market, derived from real-time, mid-quote prices of S&P… Read More
-
A Tale of Three Vols
I know, you’re thinking this is about the Tennessee Vols. Nope. Different vol. I’m not talking about Tennessee Volunteers, I’m talking about the volatility of the stock market. Someone asked: “With the S&P 500 is up 3.43%… Read More
-
To Know Where You’re Going, Look at Where You’ve Been: The 2018 Year in Review
I write my observations of trends and market conditions every day, though I only share some of them on ASYMMETRY® Observations. The advantage of writing observations as we see them is we can go back… Read More
-
Observations of the stock market downtrend
In the last observation I shared about the stock market, “The stock market trends up with momentum,” we saw the stock market reverse back up with strong momentum. The S&P 500 stock index had declined about -7%… Read More
-
The stock market trends up with momentum
When the stock market indexes swing up or down 1% or more I try to share my observations of the directional trend and changes in volatility. Continuing from my observation yesterday in Observations of the stock market… Read More
-
Observations of the stock market decline and volatility expansion
On September 25th I shared in VIX level shows market’s expectation of future volatility when I pointed out a low level of expected volatility as implied by the VIX index. I said: The current level of the… Read More