Macro Volatility Digest

Tech Fears Subside as Dovish Fed Expectations Return

Trending

Tech fears have subsided on the back of increasing expectations of a Fed rate cut (now ~92% implied probability vs. 40% two weeks ago), with the QQQ-SPX 1M implied volatility spread narrowing from a 1-year high of 8% to now just 4.1% (27th percentile low over the past year). Learn more in this week’s Macro Volatility Digest.

Macro Volatility Digest

Equities Buffeted by Year's 2nd Highest Bout of Intraday Volatility

Macro Volatility Digest

QQQ-SPX Volatility Spread Widens to 1Y High on Tech Angst

Macro Volatility Digest

Stock Correlations Bid as Mag-10 Stocks Underperform Broader Market

Macro Volatility Digest

Hedgers Capitulate as Bullish Sentiment Rises in Options

Macro Volatility Digest

Single Stock Volatility Bid Ahead of Tech Earnings

Macro Volatility Digest

Gold Volatility Spikes to 5-Year High on Haven Demand

Macro Volatility Digest

Earnings Angst Drives VIXEQ-VIX Index Spread to Record High

Macro Volatility Digest

SPX® Options Jump to Record 74% Market Share

Macro Volatility Digest

Single Stock Volatility Jumps Higher as Earnings Approach