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Gold Volatility Surges Higher on Upside Call Demand

https://www.cboe.com/.../gold-volatility-surges-higher-on-upside-call-dema...

Apr 2, 2024 ... GLD 1M implied vol jumped over 2 pts to 13.4% as gold prices surged to a new all-time high. GLD skew inverted further, with 1M 25-delta call now trading almost ...

Equity Rotation Gains Steam Ahead of Fed & Tech Earnings

https://www.cboe.com/.../equity-rotation-gains-steam-ahead-of-fed-tech-ear...

Jul 29, 2024 ... Skew diverged notably on last week's sell-off, with SPX® and QQQ skew steepening while RTY skew flattened further on upside call demand.

CBOE S&P 500® SMILESM INDEX

https://cdn.cboe.com/resources/indices/.../cboe-smile-index-fact-sheet.pdf

Sep 30, 2016 ... Skew. Kurt. Sharpe. Sortino. RELATIVE PERFORMANCE. SPTR Bracket. Frequency. SPTR. SMILE. RXM. BFLY. CNDR. 0.3%. -20%. -15%. -10%. -8%. -5%. -3%.

March Volatility Brings Increased Risk and Opportunity

https://www.cboe.com/.../march-volatility-brings-increased-risk-and-opport...

Mar 28, 2025 ... SPX Historical Skew. Source: Cboe Trade Alert March 2025. Monitoring the volatilities of 25 delta puts versus calls is an easy way to track ...

Equity Convexity Bid As Traders Position for Powell Pivot

https://www.cboe.com/.../equity-convexity-bid-as-traders-position-for-pow...

Aug 26, 2024 ... ... skew. This steep skew (82^nd percentile high) is in turn likely to stabilize vol of vol as we head into the long Labor Day weekend. Chart: S&P ...