SPY ATM Vol hits 7.5% 2 weeks out, Holy Guacamole Batman!

So yes you say IV is low but the realized vol is lower.  20 day realized vol is only 6.02% as the SPY and big brother the SPX extend the 80+ day run without a close to close 1% down move.  At this point the market is loving the DJT administration, tweets aside.  Straight up rallies are hard to diagnose but it appears that the steady mantra ofearnings, less regulation, lower taxes and more infrastructure is having quite a bubbly effect that the buy algos find quite tantalizing.


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VIX and VVIX are Quietly Moving

The SPX has now been mostly flat this week, after being mostly flat last week.  VIX has cause a small bid (if you want to call it that) to get itself back near 11.5%.  VVIX though has had a really nice rally the last week or so.


LivevolX for Lightspeed

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