This week’s episode breaks down post-expiration VIX futures dynamics, an important change in the trajectory of single-stock volatility, and why we shouldn’t ignore that mega-cap tech earnings are getting rejected by the market.
Topics covered this week:
-HRV and EWS model outputs putting numbers to the chaos
-Changes across the VIX futures curve
-Rollover in VIXEQ as earnings start to heat up
-More “good news/bad reactions” in important names
-No reason for the S&P to be down on Friday, yet it was
-Growing divergence between the 10-year rate and Treasury vol
Here we go!
