HiPOS Trade Update: Accessing the Volatility Bank
HiPOS Trade Update: Accessing the Volatility Bank - Today ZEGA’s traders tapped into the elevated volatility levels in markets to identify our latest short put spread trade on the S&P 500 Index.
HiPOS Trade Update: Accessing the Volatility Bank - Today ZEGA’s traders tapped into the elevated volatility levels in markets to identify our latest short put spread trade on the S&P 500 Index.
Jay and Derek are back o discuss markets going higher even when earnings decline post bear markets. Plus, they discuss Michael Kantro’s HOPE graph showing the order of slowing in the economy through the lens of Housing, New Orders, Profits, and Employment.
The Current Market Environment - With short-term rates pressing towards the 5% level, we’ve begun to see an impact on the pricing of near-the-money calls and puts.
Jay and Derek are back to discuss whether this current bear market is tracing the 2000/2001 bear market. Plus, they highlight how tight yield spreads are looking at what the 3-month treasury bill/ 2-year treasury note is yielding compared to high yield and investment grade bonds.
Jay spoke with Oliver Renick this morning on the TD Ameritrade Network regarding trading in today’s market.....
ZEGA’s January 2023 Performance Numbers Release