Weekly Report: what happened at VXZ last week (0422-0426)?

SPY: The Setup Looks Extremely Bearish

SPY has been on a strong run recently, but the outlook is very bearish right now. The S&P 500 is overvalued based on several valuation models. A weakening macroeconomic outlook also poses a severe headwind for SPY. SPY is facing a challenging economic environment and outlook.

Weekly Report: what happened at VXZ last week (0415-0419)?

VIX Option Volumes Jumps To Highest Since Feb 2018

Implied volatilities jumped sharply across asset classes last week as US yields surged on the back of higher CPI inflation and Middle East tensions. VIX option volumes hit a 6-year high on Friday as VVIX surged over 13 pts to 103% on back of near record-setting VIX options activity.

Iran Attacks Israel - How Could Markets Be Impacted?

SVOL: I Am Pleased With The New Holdings (Upgrade)

Simplify Volatility Premium ETF aims to generate income by selling futures on the CBOE Volatility Index. The fund has made significant changes to its holdings to reduce exposure to the aggregate bond index and increase investments in high yield credit, T-Bills, and new-issue mortgages. I am pleased with the changes to the fund and believe the new holdings will be a boon for SVOL. The Simplify Vol volatility premium fund has outperformed the S&P 500 since its inception.

Weekly Report: what happened at VXZ last week (0408-0412)?

Volatility soars, with VIX jumping to the highest level of 2024

Volatility soars, with VIX jumping to the highest level of 2024 Apr. 12, 2024. The S&P VIX Index (VIX) traded at 18.62 in mid-afternoon action on Friday. On Friday afternoon, the VIX was up 22.3% to its highest level since October 31, 2023.

Q1 2024 Earnings Preview: Will Reports Be Good Enough To Turn Markets Positive

Q1 earnings season kicks off with Q1 2024 S&P 500 EPS growth expected to come in at 3.2%. The second quarter got off to a rocky start as major indices closed lower last week. Buybacks and dividend increases were on the rise in Q1. The Consumer Price Index for March was higher than expected.

Weekly Report: what happened at VXZ last week (0401-0405)?

Spring 2024 Snapshot Of The S&P 500's Market Cap

Microsoft has become the biggest company in the S&P 500 with a market cap of nearly $3.3 trillion as of 28 March 2024. The first quarter of 2024 has come and gone. The index clocked a new record high of 5,254.35. The Top 10 stocks in the index together accounted for 32.5% of its total valuation.

Gold Volatility Surges Higher On Upside Call Demand

Implied volatilities fell across asset classes last week in a holiday-shortened week, with the notable exception of gold. GLD 1M implied vol jumped over 2 pts to 13.4% as gold prices surged to a new all-time high. The extreme bullishness in gold reflects optimism over inflation and Fed policy.

Weekly Report: what happened at VXZ last week (0325-0329)?

Equities Ride The Magnificent Seven Wave - Time To Diversify?

The Magnificent Seven make up almost 30% of the S&P 500 market capitalization. Much of the rally in equities can be attributed to the performance of a handful of mega-cap stocks. Equal Weight Index futures enable investors to trade the market breadth, allowing for more diversification and less concentration. Seven Mega Cap Stocks Have Largely Been Driving the U.S. Stock Market.

Weekly Report: what happened at VXZ last week (0318-0322)?

4 Years Later: The Portfolio Decision I'm Glad I Didn't Make

Quarterly S&P 500 Dividend Futures Rise, Signal Potential Turbulence Ahead

Home Market Outlook Today's Market Quarterly S&P 500 Dividend Futures Rise, Signal Potential Turbulence Ahead. The outlook for the index's dividends has continued to improve over the last six weeks. The market turbulence would most likely take place during the upcoming quarter of 2024-Q2.

Rates Volatility Nears 1-Year Low Ahead Of FOMC

Implied volatilities fell across most asset classes last week as CPI inflation came in stronger than expected. The probability of a June rate cut fell from 65% to 51%, with the market now expecting less than 3 rate cuts this year. Interest rate volatility led the decline, with implied vol for both HYG and LQD hitting a 1-year low.

Weekly Report: what happened at VXZ last week (0311-0315)?

Are Option Income Funds Suppressing Volatility?

equity volatility has fallen significantly over the past year, with the VIX index declining from an average of 26 in 2022 to just 17 in 2023. The decline in volatility has been historic and surprising. The rise in popularity of "derivative income" funds that sell covered calls and puts for income is to blame.