Just A Correction, Or Is The Bull Market Over?

BITO, UVXY: Big ETF Outflows

Weekly Report: what happened at UVXY 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.

Bull Market Corrections: What to Know & What to Do

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 UVXY 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.

UVXY: A Second Quarter Play On A Market Shift

Top Performing Leveraged/Inverse ETFs: 04/07/2024

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

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 UVXY last week (0325-0329)?

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

ProShares Announces ETF Share Splits

ProShares will implement forward and reverse share splits on eleven of its ETFs. The splits will not change the total value of a shareholder’s investment and will be effective on two separate dates. The forward splits will decrease the price per share of each fund. ProShares also will implement reverse splits for six of itsETFs in two phases.

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 UVXY 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.

Weekly Report: what happened at UVXY last week (0304-0308)?

Market volatility is on the rise as the VIX hits highest level in more than a week

Market volatility is on the rise as the VIX hits highest level in more than a week. The S&P VIX Index (VIX) has now moved up to 15.10, the highest level the index has traded at since February 21. The move up in market volatility has been fueled by the market selloff.